+2,968.0%
MPC vs KMX
+58.2%
+2,909.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | -16.2% | -7.4% | -8.8% | -14.2% |
| 30D | -15.7% | -3.4% | -12.3% | -15.2% |
| 3M | +24.9% | -11.3% | +36.2% | +28.5% |
| 6M | +52.7% | +30.6% | +22.1% | +35.3% |
| YTD | +131.9% | +33.2% | +98.6% | +99.6% |
| 1Y | +96.6% | +66.7% | +29.9% | +55.4% |
| 3Y | +163.8% | -22.1% | +185.8% | +158.1% |
| 5Y | +533.1% | -66.7% | +599.8% | +728.2% |
| 10Y | +1,118.6% | +1.9% | +1,116.7% | +783.9% |
| All | +2,968.0% | +58.2% | +2,909.8% | +1,518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling