-17.0%
MDLN vs KEY
+8.5%
-25.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.7% |
| 7D | -6.2% | -0.3% | -5.9% | -6.0% |
| 30D | +0.7% | -3.3% | +4.0% | +1.8% |
| 3M | -5.4% | -0.7% | -4.7% | -4.4% |
| 6M | -21.6% | +12.5% | -34.1% | -22.6% |
| YTD | -18.9% | +8.4% | -27.3% | -14.9% |
| All | -17.0% | +8.5% | -25.5% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling