-10.4%
MDB vs KEY
+118.7%
-129.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +2.0% | +3.5% |
| 7D | -0.9% | -0.4% | -0.6% | -0.7% |
| 30D | -15.2% | +7.2% | -22.4% | -17.6% |
| 3M | -17.9% | -4.9% | -13.0% | -16.3% |
| 6M | +9.3% | +1.1% | +8.3% | +8.0% |
| YTD | -22.0% | +6.8% | -28.8% | -25.2% |
| 1Y | -9.3% | +23.3% | -32.6% | -19.1% |
| 3Y | -10.4% | +126.1% | -136.5% | -39.3% |
| All | -10.4% | +118.7% | -129.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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