+0.9%
MDT vs KEY
+18.3%
-17.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.4% |
| 3M | +13.1% | -0.7% | +13.8% | +13.2% |
| 6M | +2.3% | +12.5% | -10.2% | +0.3% |
| YTD | -2.7% | +8.4% | -11.1% | -4.7% |
| 1Y | +0.9% | +18.4% | -17.6% | -2.7% |
| All | +0.9% | +18.3% | -17.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling