+1,171.8%
MPC vs KEY
+96.4%
+1,075.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +11.2% | +2.9% | +8.3% | +9.6% |
| 30D | -14.5% | +8.4% | -22.9% | -18.2% |
| 3M | +16.7% | -5.8% | +22.4% | +19.8% |
| 6M | +67.6% | +5.4% | +62.1% | +61.1% |
| YTD | +157.9% | +7.1% | +150.9% | +144.3% |
| 1Y | +116.7% | +26.8% | +89.9% | +86.7% |
| 3Y | +199.8% | +128.7% | +71.1% | +77.4% |
| 5Y | +604.4% | +13.6% | +590.8% | +472.0% |
| All | +1,171.8% | +96.4% | +1,075.3% | +565.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling