-38.4%
MDB vs KEY
+14.6%
-53.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | -11.3% | +6.7% | -18.0% | -13.6% |
| 3M | -23.0% | -4.6% | -18.4% | -21.6% |
| 6M | +14.8% | +2.6% | +12.2% | +12.8% |
| YTD | -19.4% | +7.0% | -26.4% | -22.4% |
| 1Y | -9.0% | +23.5% | -32.4% | -17.7% |
| 3Y | -10.3% | +126.4% | -136.7% | -37.9% |
| 5Y | -38.4% | +13.0% | -51.4% | -39.0% |
| All | -38.4% | +14.6% | -53.0% | -39.0% |
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