+150.9%
MP vs KEEL
+209.2%
-58.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -0.7% | +19.3% | -20.0% | -4.6% |
| 30D | -0.7% | +9.1% | -9.8% | -3.3% |
| 3M | 0.0% | -31.5% | +31.5% | +5.9% |
| 6M | -10.0% | +75.8% | -85.8% | -22.9% |
| YTD | +7.5% | +57.9% | -50.4% | -6.8% |
| 1Y | -14.0% | +133.3% | -147.3% | -30.7% |
| All | +150.9% | +209.2% | -58.2% | +58.5% |
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