+199.8%
MPC vs KEEL
+53.7%
+146.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | +0.6% |
| 7D | +11.2% | -0.5% | +11.8% | +11.2% |
| 30D | -14.5% | -27.1% | +12.6% | -13.8% |
| 3M | +16.7% | -43.8% | +60.5% | +18.3% |
| 6M | +67.6% | -55.2% | +122.7% | +70.1% |
| YTD | +157.9% | -20.9% | +178.8% | +151.8% |
| 1Y | +116.7% | -28.5% | +145.1% | +112.1% |
| 3Y | +199.8% | +66.1% | +133.7% | +170.5% |
| All | +199.8% | +53.7% | +146.0% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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