+150.5%
MP vs KEEL
+61.2%
+89.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.8% | +3.2% |
| 7D | +11.0% | +18.2% | -7.2% | +6.8% |
| 30D | -11.7% | -32.1% | +20.3% | -5.1% |
| 3M | -30.8% | -44.9% | +14.1% | -22.9% |
| 6M | -42.9% | -52.1% | +9.2% | -35.7% |
| YTD | -25.9% | -17.0% | -8.8% | -27.1% |
| 1Y | -37.3% | -38.5% | +1.2% | -35.4% |
| All | +150.5% | +61.2% | +89.3% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling