+2.8%
MDLN vs KEY
+7.1%
-4.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | +17.9% | +6.7% | +11.2% | +16.0% |
| 3M | +20.3% | -4.6% | +24.9% | +22.1% |
| 6M | +7.4% | +2.6% | +4.8% | +8.4% |
| YTD | +0.4% | +7.0% | -6.6% | +5.8% |
| All | +2.8% | +7.1% | -4.2% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling