+1,166.2%
MPC vs KMX
-3.5%
+1,169.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.2% |
| 7D | +9.4% | 0.0% | +9.5% | +9.4% |
| 30D | -13.4% | +3.5% | -16.9% | -14.8% |
| 3M | +18.9% | -10.4% | +29.3% | +21.6% |
| 6M | +64.9% | +37.6% | +27.3% | +45.2% |
| YTD | +156.8% | +36.1% | +120.7% | +122.3% |
| 1Y | +113.2% | +52.8% | +60.4% | +76.8% |
| 3Y | +201.8% | -17.0% | +218.8% | +190.6% |
| 5Y | +601.4% | -64.7% | +666.0% | +818.5% |
| All | +1,166.2% | -3.5% | +1,169.7% | +866.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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