-2.9%
MDT vs KEY
+11.7%
-14.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +5.4% | -1.3% | +6.7% | +5.7% |
| 30D | +19.1% | +5.1% | +13.9% | +18.1% |
| 3M | +19.5% | -7.1% | +26.6% | +20.9% |
| 6M | +33.5% | -4.4% | +37.8% | +34.3% |
| YTD | +8.7% | +4.0% | +4.7% | +7.8% |
| 1Y | +16.8% | +23.4% | -6.6% | +12.6% |
| 3Y | +53.0% | +113.9% | -60.9% | +33.4% |
| All | -2.9% | +11.7% | -14.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling