-7.8%
MP vs KEY
+12.4%
-20.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -4.5% |
| 7D | -19.0% | -2.5% | -16.5% | -17.8% |
| 30D | -30.5% | +4.1% | -34.5% | -32.1% |
| 3M | -29.6% | -8.4% | -21.2% | -26.1% |
| 6M | -50.4% | -2.3% | -48.1% | -50.1% |
| YTD | -33.2% | +4.6% | -37.8% | -35.3% |
| 1Y | -38.6% | +24.6% | -63.1% | -46.2% |
| 3Y | +105.5% | +112.8% | -7.3% | +30.0% |
| 5Y | -7.8% | +12.9% | -20.8% | -12.5% |
| All | -7.8% | +12.4% | -20.2% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling