+540.9%
MPC vs KEY
+12.4%
+528.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.1% |
| 7D | -12.8% | -2.5% | -10.3% | -12.1% |
| 30D | -12.7% | +4.1% | -16.8% | -13.9% |
| 3M | +27.1% | -8.4% | +35.4% | +30.2% |
| 6M | +45.8% | -2.3% | +48.1% | +45.9% |
| YTD | +134.7% | +4.6% | +130.1% | +129.2% |
| 1Y | +106.0% | +24.6% | +81.5% | +89.7% |
| 3Y | +165.5% | +112.8% | +52.7% | +105.5% |
| 5Y | +540.9% | +12.9% | +528.0% | +478.9% |
| All | +540.9% | +12.4% | +528.6% | +478.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling