+40.6%
MDT vs KEY
+167.1%
-126.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +2.8% | -3.3% | +6.0% | +3.6% |
| 3M | +13.1% | -0.7% | +13.8% | +13.2% |
| 6M | +2.3% | +12.5% | -10.2% | -0.9% |
| YTD | -2.7% | +8.4% | -11.1% | -5.1% |
| 1Y | +0.9% | +18.4% | -17.6% | -4.0% |
| 3Y | +26.8% | +123.3% | -96.5% | -1.2% |
| 5Y | -19.5% | +38.8% | -58.3% | -31.4% |
| 10Y | +40.6% | +169.3% | -128.7% | -8.0% |
| All | +40.6% | +167.1% | -126.5% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling