+8.9%
MDT vs KEEL
+280.1%
-271.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | -0.2% |
| 7D | -1.6% | +2.7% | -4.3% | -1.6% |
| 30D | +1.0% | +4.6% | -3.5% | +0.9% |
| 3M | +15.2% | -34.5% | +49.7% | +15.6% |
| 6M | +3.7% | +59.3% | -55.6% | +2.3% |
| YTD | -3.0% | +46.4% | -49.4% | -4.4% |
| 1Y | +2.5% | +96.6% | -94.1% | 0.0% |
| 3Y | +26.5% | +182.0% | -155.5% | +20.8% |
| 5Y | -18.3% | -38.2% | +20.0% | -22.1% |
| All | +8.9% | +280.1% | -271.2% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling