+274.5%
MP vs KEEL
+473.5%
-199.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.8% | +3.1% |
| 7D | +11.0% | +18.2% | -7.2% | +7.2% |
| 30D | -11.7% | -32.1% | +20.3% | -5.8% |
| 3M | -30.8% | -44.9% | +14.1% | -23.7% |
| 6M | -42.9% | -52.1% | +9.2% | -36.5% |
| YTD | -25.9% | -17.0% | -8.8% | -27.1% |
| 1Y | -37.3% | -38.5% | +1.2% | -35.4% |
| 3Y | +150.7% | +62.5% | +88.2% | +86.9% |
| 5Y | -19.3% | -77.3% | +58.0% | -28.2% |
| All | +274.5% | +473.5% | -199.0% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling