-45.2%
MDB vs KEY
+11.7%
-56.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -11.4% | -1.3% | -10.1% | -10.9% |
| 30D | -13.8% | +5.1% | -19.0% | -15.5% |
| 3M | -15.5% | -7.1% | -8.3% | -13.0% |
| 6M | +17.9% | -4.4% | +22.3% | +19.2% |
| YTD | -25.5% | +4.0% | -29.5% | -27.4% |
| 1Y | -12.1% | +23.4% | -35.5% | -20.6% |
| 3Y | -5.9% | +113.9% | -119.8% | -33.3% |
| All | -45.2% | +11.7% | -56.9% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling