+167.0%
MPC vs KDP
+29.6%
+137.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.9% |
| 7D | -12.8% | +4.5% | -17.3% | -12.8% |
| 30D | -12.7% | +18.5% | -31.2% | -13.2% |
| 3M | +27.1% | +20.8% | +6.2% | +26.3% |
| 6M | +45.8% | +29.4% | +16.4% | +44.6% |
| YTD | +134.7% | +35.9% | +98.8% | +132.7% |
| 1Y | +106.0% | +42.5% | +63.6% | +104.0% |
| All | +167.0% | +29.6% | +137.4% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling