+1,120.5%
MPC vs KWEB
-20.2%
+1,140.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | +1.2% | -4.3% | +5.5% | +2.2% |
| 30D | +17.0% | -13.0% | +30.0% | +20.5% |
| 3M | +49.5% | -7.6% | +57.0% | +51.7% |
| 6M | +83.5% | -21.1% | +104.7% | +92.0% |
| YTD | +144.1% | -28.2% | +172.3% | +160.5% |
| 1Y | +119.6% | -34.9% | +154.5% | +139.5% |
| 3Y | +168.1% | -0.8% | +168.8% | +159.1% |
| 5Y | +671.3% | -43.6% | +714.9% | +744.0% |
| All | +1,120.5% | -20.2% | +1,140.8% | +905.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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