+163.8%
MPC vs KMB
+2.8%
+161.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.4% |
| 7D | -16.2% | +0.5% | -16.6% | -16.0% |
| 30D | -15.7% | +12.4% | -28.1% | -14.6% |
| 3M | +24.9% | +1.0% | +23.9% | +25.5% |
| 6M | +52.7% | +12.1% | +40.5% | +54.3% |
| YTD | +131.9% | +11.6% | +120.2% | +134.5% |
| 1Y | +96.6% | +13.1% | +83.5% | +98.9% |
| 3Y | +163.8% | +1.6% | +162.2% | +157.5% |
| All | +163.8% | +2.8% | +161.0% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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