+267.3%
MP vs KWEB
-54.1%
+321.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.4% |
| 7D | +2.3% | -2.7% | +5.0% | +3.3% |
| 30D | -15.3% | -4.4% | -10.9% | -14.0% |
| 3M | -33.5% | -15.7% | -17.8% | -28.7% |
| 6M | -45.5% | -20.0% | -25.5% | -40.5% |
| YTD | -27.3% | -30.5% | +3.2% | -15.4% |
| 1Y | -40.7% | -36.6% | -4.1% | -28.3% |
| 3Y | +145.9% | -1.7% | +147.5% | +144.0% |
| 5Y | -13.9% | -45.0% | +31.1% | +3.8% |
| All | +267.3% | -54.1% | +321.4% | +453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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