+642.2%
MPC vs KMX
-50.1%
+692.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +5.4% | +1.9% | +3.5% | +5.1% |
| 30D | +31.0% | +11.7% | +19.3% | +28.8% |
| 3M | +46.0% | +34.9% | +11.1% | +39.0% |
| 6M | +77.3% | +50.3% | +27.1% | +64.9% |
| YTD | +141.9% | +63.8% | +78.1% | +121.2% |
| 1Y | +120.9% | +3.8% | +117.1% | +116.7% |
| 3Y | +182.7% | -24.3% | +207.0% | +190.5% |
| All | +642.2% | -50.1% | +692.3% | +705.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling