+167.0%
MPC vs KMB
+4.7%
+162.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -3.7% |
| 7D | -12.8% | +0.4% | -13.2% | -12.6% |
| 30D | -12.7% | +14.1% | -26.9% | -11.4% |
| 3M | +27.1% | -0.5% | +27.6% | +27.6% |
| 6M | +45.8% | +16.6% | +29.2% | +47.8% |
| YTD | +134.7% | +13.7% | +121.0% | +137.9% |
| 1Y | +106.0% | +16.1% | +90.0% | +108.8% |
| All | +167.0% | +4.7% | +162.3% | +161.2% |
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