+254.1%
MP vs KEY
+112.9%
+141.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.2% |
| 7D | -10.5% | -1.3% | -9.2% | -9.9% |
| 30D | -23.5% | +5.1% | -28.7% | -25.7% |
| 3M | -25.4% | -7.1% | -18.3% | -22.5% |
| 6M | -51.3% | -4.4% | -46.9% | -50.4% |
| YTD | -29.9% | +4.0% | -33.9% | -31.8% |
| 1Y | -31.8% | +23.4% | -55.2% | -39.5% |
| 3Y | +127.0% | +113.9% | +13.1% | +47.6% |
| 5Y | -3.3% | +12.3% | -15.6% | -14.5% |
| All | +254.1% | +112.9% | +141.2% | +168.4% |
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