+279.1%
MCD vs KEYS
+1,095.1%
-815.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -2.0% | +4.4% | -6.5% | -2.7% |
| 30D | -6.1% | -2.2% | -3.9% | -5.9% |
| 3M | -7.3% | +0.5% | -7.8% | -8.0% |
| 6M | -20.9% | +22.4% | -43.3% | -24.6% |
| YTD | -14.7% | +64.1% | -78.8% | -23.5% |
| 1Y | -16.1% | +97.0% | -113.1% | -27.7% |
| 3Y | -1.5% | +152.0% | -153.5% | -21.1% |
| 5Y | +20.4% | +83.7% | -63.3% | +1.6% |
| 10Y | +180.0% | +997.9% | -817.8% | +69.0% |
| All | +279.1% | +1,095.1% | -815.9% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling