+3,215.7%
MPC vs KR
+653.4%
+2,562.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.2% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | -12.2% | +11.1% | -23.3% | -13.9% |
| 3M | +20.1% | +24.4% | -4.3% | +15.3% |
| 6M | +60.6% | +8.5% | +52.1% | +57.7% |
| YTD | +150.6% | +13.1% | +137.4% | +143.8% |
| 1Y | +104.7% | +9.3% | +95.4% | +100.2% |
| 3Y | +194.5% | +69.3% | +125.2% | +160.1% |
| 5Y | +582.3% | +83.2% | +499.0% | +487.1% |
| 10Y | +1,135.3% | +154.6% | +980.7% | +839.0% |
| All | +3,215.7% | +653.4% | +2,562.4% | +963.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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