+259.1%
MP vs KEY
+120.1%
+139.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -5.9% |
| 7D | -12.5% | +1.7% | -14.2% | -13.4% |
| 30D | -23.3% | +6.8% | -30.1% | -26.1% |
| 3M | -24.4% | -5.8% | -18.5% | -22.0% |
| 6M | -45.8% | +1.4% | -47.2% | -46.5% |
| YTD | -28.9% | +7.5% | -36.4% | -32.1% |
| 1Y | -34.6% | +29.6% | -64.2% | -43.5% |
| 3Y | +118.7% | +118.8% | -0.1% | +40.4% |
| 5Y | -3.1% | +16.8% | -19.9% | -16.1% |
| All | +259.1% | +120.1% | +139.0% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling