+601.0%
MPC vs KGC
+226.6%
+374.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +11.2% | -6.7% | +17.9% | +11.6% |
| 30D | -14.5% | -6.7% | -7.8% | -14.2% |
| 3M | +16.7% | -22.6% | +39.3% | +18.0% |
| 6M | +67.6% | -33.4% | +101.0% | +71.3% |
| YTD | +157.9% | -26.0% | +183.9% | +158.1% |
| 1Y | +116.7% | -18.3% | +135.0% | +114.1% |
| 3Y | +199.8% | +315.8% | -116.0% | +128.9% |
| All | +601.0% | +226.6% | +374.4% | +434.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling