+23.3%
MDT vs KEEL
+197.5%
-174.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.7% |
| 7D | -3.4% | +2.9% | -6.3% | -3.4% |
| 30D | +0.2% | +0.8% | -0.6% | +0.2% |
| 3M | +14.3% | -35.3% | +49.6% | +14.8% |
| 6M | +4.0% | +59.4% | -55.4% | +2.1% |
| YTD | -3.7% | +51.9% | -55.6% | -5.5% |
| 1Y | -0.4% | +75.0% | -75.4% | -3.5% |
| 3Y | +23.3% | +224.5% | -201.2% | +14.6% |
| All | +23.3% | +197.5% | -174.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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