+30.0%
MDT vs KEY
+132.7%
-102.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | +3.2% | +2.2% | +1.0% | +2.8% |
| 30D | +9.5% | -3.0% | +12.5% | +10.0% |
| 3M | +16.0% | +3.3% | +12.6% | +15.3% |
| 6M | +0.2% | +9.2% | -9.0% | -1.3% |
| YTD | -0.3% | +10.6% | -10.9% | -2.2% |
| 1Y | +4.7% | +20.4% | -15.7% | +1.2% |
| All | +30.0% | +132.7% | -102.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling