+8,691.6%
MDT vs KEY
+1,006.9%
+7,684.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +14.8% | +6.9% | +8.0% | +13.3% |
| 3M | +14.6% | -5.0% | +19.6% | +15.7% |
| 6M | +35.7% | +0.7% | +35.0% | +35.4% |
| YTD | +8.5% | +6.5% | +2.0% | +6.8% |
| 1Y | +13.3% | +22.6% | -9.3% | +8.4% |
| 3Y | +58.6% | +125.3% | -66.8% | +31.8% |
| 5Y | -2.6% | +13.9% | -16.5% | -10.5% |
| 10Y | +60.0% | +105.3% | -45.4% | +24.2% |
| All | +8,691.6% | +1,006.9% | +7,684.7% | +3,489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling