+443.0%
MP vs KR
+102.1%
+340.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -2.0% |
| 7D | -0.7% | -3.1% | +2.3% | -0.9% |
| 30D | -0.7% | +0.6% | -1.3% | -0.6% |
| 3M | 0.0% | -9.8% | +9.8% | -0.3% |
| 6M | -10.0% | -22.1% | +12.2% | -10.4% |
| YTD | +7.5% | -8.1% | +15.6% | +6.6% |
| 1Y | -14.0% | -14.7% | +0.6% | -14.6% |
| 3Y | +153.5% | +28.6% | +124.9% | +147.9% |
| 5Y | +62.7% | +36.4% | +26.4% | +60.6% |
| All | +443.0% | +102.1% | +340.9% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling