+147.6%
MDB vs KEEL
+312.2%
-164.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.5% | -10.9% | -4.4% |
| 7D | -18.0% | +21.5% | -39.5% | -20.1% |
| 30D | -10.7% | -3.9% | -6.9% | -11.1% |
| 3M | +1.0% | -34.1% | +35.1% | +4.0% |
| 6M | +31.6% | +82.8% | -51.2% | +16.8% |
| YTD | -15.2% | +58.7% | -73.9% | -23.9% |
| 1Y | +10.1% | +191.4% | -181.3% | -12.8% |
| 3Y | -5.6% | +205.7% | -211.4% | -32.5% |
| 5Y | -24.5% | -37.0% | +12.5% | -41.7% |
| All | +147.6% | +312.2% | -164.6% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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