+237.4%
MP vs KEY
+114.1%
+123.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -4.6% |
| 7D | -19.0% | -2.5% | -16.5% | -17.9% |
| 30D | -30.5% | +4.1% | -34.5% | -32.0% |
| 3M | -29.6% | -8.4% | -21.2% | -26.3% |
| 6M | -50.4% | -2.3% | -48.1% | -50.1% |
| YTD | -33.2% | +4.6% | -37.8% | -35.2% |
| 1Y | -38.6% | +24.6% | -63.1% | -45.8% |
| 3Y | +105.5% | +112.8% | -7.3% | +34.0% |
| 5Y | -7.8% | +12.9% | -20.8% | -18.7% |
| All | +237.4% | +114.1% | +123.3% | +155.0% |
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 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