+91.3%
MDT vs KEYS
+1,113.8%
-1,022.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.6% |
| 7D | -3.4% | +3.5% | -6.9% | -4.2% |
| 30D | +0.2% | -4.5% | +4.7% | +1.0% |
| 3M | +14.3% | -0.4% | +14.7% | +13.1% |
| 6M | +4.0% | +19.1% | -15.1% | -2.0% |
| YTD | -3.7% | +66.7% | -70.3% | -17.6% |
| 1Y | -0.4% | +96.5% | -96.8% | -18.8% |
| 3Y | +23.3% | +155.2% | -131.8% | -9.1% |
| 5Y | -18.9% | +88.0% | -106.9% | -36.1% |
| 10Y | +39.2% | +1,046.8% | -1,007.6% | -34.5% |
| All | +91.3% | +1,113.8% | -1,022.5% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling