+117.2%
MPC vs KDP
+41.3%
+75.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.9% | -14.0% | -7.9% |
| 7D | -10.9% | +5.3% | -16.2% | -10.7% |
| 30D | -9.4% | +19.1% | -28.5% | -9.6% |
| 3M | +26.0% | +19.2% | +6.8% | +25.8% |
| 6M | +56.5% | +29.3% | +27.2% | +56.2% |
| YTD | +144.3% | +35.5% | +108.7% | +142.9% |
| 1Y | +117.2% | +43.5% | +73.8% | +115.0% |
| All | +117.2% | +41.3% | +75.9% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling