+287.6%
MP vs KEY
+119.2%
+168.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +9.5% | +2.9% | +6.5% | +7.8% |
| 30D | -3.0% | +8.4% | -11.4% | -7.1% |
| 3M | -30.4% | -5.8% | -24.6% | -28.2% |
| 6M | -39.2% | +5.4% | -44.6% | -41.3% |
| YTD | -23.3% | +7.1% | -30.3% | -26.4% |
| 1Y | -32.6% | +26.8% | -59.4% | -41.2% |
| 3Y | +159.3% | +128.7% | +30.6% | +63.0% |
| 5Y | -16.4% | +13.6% | -30.1% | -26.6% |
| All | +287.6% | +119.2% | +168.4% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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