-18.2%
MDT vs KEYS
+87.1%
-105.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.2% |
| 7D | -3.4% | +3.5% | -6.9% | -3.9% |
| 30D | +0.2% | -4.5% | +4.7% | +0.7% |
| 3M | +14.3% | -0.4% | +14.7% | +13.6% |
| 6M | +4.0% | +19.1% | -15.1% | -0.1% |
| YTD | -3.7% | +66.7% | -70.3% | -13.9% |
| 1Y | -0.4% | +96.5% | -96.8% | -14.2% |
| 3Y | +23.3% | +155.2% | -131.8% | -2.7% |
| All | -18.2% | +87.1% | -105.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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