-2.5%
MDLN vs KEY
+6.5%
-9.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | +0.6% | +1.8% | -1.2% | 0.0% |
| 30D | +12.0% | +7.1% | +4.9% | +10.1% |
| 3M | +12.6% | -5.9% | +18.5% | +14.8% |
| 6M | +3.7% | +2.2% | +1.5% | +4.8% |
| YTD | -4.8% | +6.4% | -11.2% | +0.5% |
| All | -2.5% | +6.5% | -9.0% | +2.5% |
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