-11.5%
MP vs KEY
+9.7%
-21.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.9% | +2.2% | -5.1% | -4.6% |
| 30D | +13.8% | -3.0% | +16.8% | +16.6% |
| 3M | -16.7% | +3.3% | -20.0% | -21.6% |
| 6M | -11.5% | +9.2% | -20.7% | -22.0% |
| All | -11.5% | +9.7% | -21.2% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling