+3,109.1%
MPC vs KMI
+120.2%
+2,988.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.2% |
| 7D | -9.4% | -6.5% | -2.9% | -4.9% |
| 30D | -14.3% | -5.1% | -9.2% | -11.2% |
| 3M | +31.1% | 0.0% | +31.1% | +31.0% |
| 6M | +60.3% | -0.9% | +61.2% | +60.6% |
| YTD | +142.5% | +15.4% | +127.1% | +118.2% |
| 1Y | +104.6% | +19.5% | +85.1% | +79.5% |
| 3Y | +191.7% | +116.3% | +75.4% | +64.0% |
| 5Y | +549.2% | +136.6% | +412.6% | +245.3% |
| 10Y | +1,106.2% | +139.6% | +966.7% | +542.6% |
| All | +3,109.1% | +120.2% | +2,988.8% | +1,414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling