+176.9%
MCD vs KEYS
+1,049.9%
-872.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.8% |
| 7D | -1.2% | +3.5% | -4.7% | -1.8% |
| 30D | -7.8% | -4.5% | -3.3% | -7.2% |
| 3M | -10.7% | -0.4% | -10.3% | -11.3% |
| 6M | -21.3% | +19.1% | -40.4% | -24.6% |
| YTD | -15.8% | +66.7% | -82.4% | -25.0% |
| 1Y | -16.0% | +96.5% | -112.5% | -28.0% |
| 3Y | -3.0% | +155.2% | -158.1% | -23.4% |
| 5Y | +18.6% | +88.0% | -69.4% | -1.2% |
| All | +176.9% | +1,049.9% | -872.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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