+65.9%
MP vs KEEL
-38.7%
+104.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | -0.2% |
| 7D | +3.0% | +21.5% | -18.5% | -1.7% |
| 30D | +8.3% | -3.9% | +12.2% | +7.9% |
| 3M | -3.8% | -34.1% | +30.3% | +3.2% |
| 6M | -4.9% | +82.8% | -87.8% | -20.6% |
| YTD | +9.6% | +58.7% | -49.1% | -6.5% |
| 1Y | -11.7% | +191.4% | -203.1% | -36.3% |
| 3Y | +158.5% | +205.7% | -47.2% | +52.2% |
| All | +65.9% | -38.7% | +104.7% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling