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  • MPC vs KMI✓SelectedUSD · KMIMPC vs KMI performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs KMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
KMI return
+133.3%
Excess return
+1,000.8%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioKMIExcessAlpha
1D+2.3%+1.8%+0.4%+0.7%
7D+3.9%-0.4%+4.2%+4.2%
30D+33.8%+3.7%+30.1%+29.5%
3M+49.9%+3.2%+46.7%+45.2%
6M+80.9%-3.0%+83.9%+84.3%
YTD+147.4%+19.7%+127.8%+109.1%
1Y+123.2%+25.6%+97.6%+79.3%
3Y+171.7%+120.2%+51.5%+23.8%
5Y+678.6%+160.5%+518.1%+200.4%
10Y+1,134.0%+134.8%+999.2%+410.6%
All+1,134.0%+133.3%+1,000.8%+410.6%

Cumulative growth

Daily Returns

Daily percentage return beside KMI.

Daily Out/Under-Performance

Portfolio return minus KMI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…

10y analysis · Full analysis span regression · 6 months rolling