+849.8%
MDB vs KEY
+73.7%
+776.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.7% | -4.5% | -6.5% |
| 7D | -20.9% | -2.5% | -18.4% | -20.3% |
| 30D | -15.6% | +4.1% | -19.6% | -16.5% |
| 3M | -19.1% | -8.4% | -10.7% | -17.1% |
| 6M | +14.2% | -2.3% | +16.5% | +14.4% |
| YTD | -27.4% | +4.6% | -32.0% | -28.8% |
| 1Y | -13.0% | +24.6% | -37.6% | -18.9% |
| 3Y | -11.2% | +112.8% | -124.0% | -28.6% |
| 5Y | -45.2% | +12.9% | -58.1% | -50.1% |
| All | +849.8% | +73.7% | +776.1% | +666.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling