+163.8%
MPC vs KGC
+317.1%
-153.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.2% |
| 7D | -16.2% | +10.5% | -26.7% | -16.0% |
| 30D | -15.7% | -4.1% | -11.7% | -15.6% |
| 3M | +24.9% | -13.1% | +38.0% | +24.9% |
| 6M | +52.7% | -27.5% | +80.2% | +53.6% |
| YTD | +131.9% | -20.7% | +152.6% | +130.2% |
| 1Y | +96.6% | -6.1% | +102.7% | +92.6% |
| 3Y | +163.8% | +318.6% | -154.8% | +114.5% |
| All | +163.8% | +317.1% | -153.3% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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