+8.6%
MCD vs KEYS
+140.3%
-131.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.7% |
| 7D | -1.6% | +9.4% | -11.0% | -1.4% |
| 30D | +14.1% | -16.8% | +30.9% | +13.9% |
| 3M | +0.6% | -15.9% | +16.5% | +0.4% |
| 6M | 0.0% | -17.6% | +17.6% | 0.0% |
| YTD | -9.3% | +46.5% | -55.8% | -12.4% |
| 1Y | -9.3% | +66.9% | -76.2% | -13.4% |
| 3Y | +8.6% | +141.4% | -132.8% | +2.3% |
| All | +8.6% | +140.3% | -131.7% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling