+163.8%
MPC vs KMI
+102.8%
+60.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.8% |
| 7D | -16.2% | -10.8% | -5.4% | -10.9% |
| 30D | -15.7% | -5.0% | -10.7% | -13.4% |
| 3M | +24.9% | -3.4% | +28.3% | +27.2% |
| 6M | +52.7% | -3.4% | +56.0% | +55.1% |
| YTD | +131.9% | +13.1% | +118.8% | +117.7% |
| 1Y | +96.6% | +19.0% | +77.6% | +79.9% |
| 3Y | +163.8% | +106.1% | +57.6% | +58.6% |
| All | +163.8% | +102.8% | +60.9% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling