+3,005.7%
MPC vs KDP
+743.6%
+2,262.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | -12.8% | +4.5% | -17.3% | -14.3% |
| 30D | -12.7% | +18.5% | -31.2% | -17.8% |
| 3M | +27.1% | +20.8% | +6.2% | +18.6% |
| 6M | +45.8% | +29.4% | +16.4% | +32.4% |
| YTD | +134.7% | +35.9% | +98.8% | +108.4% |
| 1Y | +106.0% | +42.5% | +63.6% | +79.8% |
| 3Y | +165.5% | +29.4% | +136.1% | +133.3% |
| 5Y | +540.9% | +15.8% | +525.1% | +482.3% |
| 10Y | +1,133.6% | +236.5% | +897.2% | +615.8% |
| All | +3,005.7% | +743.6% | +2,262.1% | +922.4% |
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