-19.3%
MP vs KMX
-65.0%
+45.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.9% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | -11.7% | +3.5% | -15.2% | -13.1% |
| 3M | -30.8% | -10.4% | -20.3% | -28.3% |
| 6M | -42.9% | +37.6% | -80.5% | -51.3% |
| YTD | -25.9% | +36.1% | -61.9% | -37.7% |
| 1Y | -37.3% | +52.8% | -90.1% | -50.2% |
| 3Y | +150.7% | -17.0% | +167.7% | +139.2% |
| 5Y | -19.3% | -64.7% | +45.4% | +28.6% |
| All | -19.3% | -65.0% | +45.7% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling