+1,017.5%
MDB vs KEYS
+676.1%
+341.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | -4.5% | +2.9% | -7.5% | -6.5% |
| 30D | -14.0% | -1.3% | -12.7% | -13.8% |
| 3M | +5.3% | -0.1% | +5.4% | +1.8% |
| 6M | +31.9% | +17.4% | +14.5% | +9.8% |
| YTD | -14.6% | +62.9% | -77.5% | -46.6% |
| 1Y | +8.2% | +95.7% | -87.5% | -42.1% |
| 3Y | -5.0% | +150.2% | -155.2% | -59.3% |
| 5Y | -24.5% | +83.1% | -107.6% | -57.6% |
| All | +1,017.5% | +676.1% | +341.4% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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