+274.5%
MP vs KEYS
+187.9%
+86.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.3% |
| 7D | +11.0% | +16.7% | -5.7% | -0.4% |
| 30D | -11.7% | -17.8% | +6.1% | +0.4% |
| 3M | -30.8% | -14.2% | -16.6% | -24.1% |
| 6M | -42.9% | -15.9% | -27.0% | -37.0% |
| YTD | -25.9% | +49.7% | -75.6% | -46.9% |
| 1Y | -37.3% | +65.3% | -102.6% | -58.5% |
| 3Y | +150.7% | +144.9% | +5.8% | +13.7% |
| 5Y | -19.3% | +63.0% | -82.3% | -50.2% |
| All | +274.5% | +187.9% | +86.6% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling