+534.5%
MPC vs KDP
+14.9%
+519.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -16.2% | +2.2% | -18.4% | -16.4% |
| 30D | -15.7% | +19.9% | -35.7% | -17.7% |
| 3M | +24.9% | +21.5% | +3.4% | +21.6% |
| 6M | +52.7% | +30.1% | +22.5% | +47.0% |
| YTD | +131.9% | +34.9% | +96.9% | +121.9% |
| 1Y | +96.6% | +43.4% | +53.3% | +86.4% |
| 3Y | +163.8% | +29.1% | +134.7% | +149.5% |
| All | +534.5% | +14.9% | +519.6% | +500.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling