+145.7%
MP vs KEYS
+146.7%
-1.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.1% | -2.2% |
| 7D | +2.3% | +6.9% | -4.6% | -1.9% |
| 30D | -15.3% | -19.1% | +3.8% | -4.5% |
| 3M | -33.5% | -11.1% | -22.4% | -29.6% |
| 6M | -45.5% | -16.6% | -28.9% | -40.4% |
| YTD | -27.3% | +50.4% | -77.7% | -44.3% |
| 1Y | -40.7% | +67.5% | -108.2% | -57.5% |
| All | +145.7% | +146.7% | -1.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling