+7,983.2%
MDT vs KEY
+1,050.5%
+6,932.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +16.0% | +3.3% | +12.6% | +15.1% |
| 6M | +0.2% | +9.2% | -9.0% | -1.7% |
| YTD | -0.3% | +10.6% | -10.9% | -2.5% |
| 1Y | +4.7% | +20.4% | -15.7% | +0.5% |
| 3Y | +26.5% | +121.8% | -95.3% | +5.2% |
| 5Y | -18.2% | +41.1% | -59.3% | -28.1% |
| 10Y | +40.0% | +168.5% | -128.5% | +3.4% |
| All | +7,983.2% | +1,050.5% | +6,932.7% | +3,174.6% |
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 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