+1,079.5%
MPC vs KEY
+120.9%
+958.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -16.2% | -1.3% | -14.9% | -15.7% |
| 30D | -15.7% | +5.1% | -20.9% | -18.1% |
| 3M | +24.9% | -7.1% | +32.0% | +29.2% |
| 6M | +52.7% | -4.4% | +57.0% | +54.6% |
| YTD | +131.9% | +4.0% | +127.8% | +122.9% |
| 1Y | +96.6% | +23.4% | +73.2% | +71.8% |
| 3Y | +163.8% | +113.9% | +49.9% | +62.0% |
| 5Y | +533.1% | +12.3% | +520.8% | +415.4% |
| All | +1,079.5% | +120.9% | +958.5% | +493.6% |
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