+117.2%
MPC vs KEYS
+55.9%
+61.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.3% | -1.8% | -7.8% |
| 7D | -10.9% | -14.8% | +3.9% | -10.3% |
| 30D | -9.4% | -25.6% | +16.2% | -8.4% |
| 3M | +26.0% | -16.2% | +42.2% | +26.6% |
| 6M | +56.5% | -18.6% | +75.2% | +57.0% |
| YTD | +144.3% | +40.7% | +103.6% | +131.2% |
| 1Y | +117.2% | +59.6% | +57.6% | +103.9% |
| All | +117.2% | +55.9% | +61.3% | +103.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling