+3,101.0%
MPC vs KDP
+639.9%
+2,461.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +5.4% | +1.3% | +4.2% | +5.0% |
| 30D | +31.0% | +6.0% | +25.0% | +28.3% |
| 3M | +46.0% | +9.2% | +36.8% | +41.1% |
| 6M | +77.3% | +14.7% | +62.6% | +67.8% |
| YTD | +141.9% | +19.2% | +122.7% | +125.4% |
| 1Y | +120.9% | +15.2% | +105.7% | +107.3% |
| 3Y | +182.7% | +6.0% | +176.7% | +167.4% |
| 5Y | +646.4% | +5.4% | +641.0% | +599.4% |
| 10Y | +1,138.7% | +171.9% | +966.9% | +686.8% |
| All | +3,101.0% | +639.9% | +2,461.1% | +1,005.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling