-15.4%
MDLN vs KEY
+8.8%
-24.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.4% | -4.6% |
| 7D | -1.2% | +2.7% | -3.9% | -2.0% |
| 30D | -1.5% | -3.2% | +1.7% | -0.5% |
| 3M | +2.6% | +1.0% | +1.7% | +3.5% |
| 6M | -20.9% | +11.9% | -32.7% | -21.9% |
| YTD | -17.4% | +8.7% | -26.1% | -13.4% |
| All | -15.4% | +8.8% | -24.2% | -11.7% |
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