+120.9%
MPC vs KEYS
+98.0%
+22.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +5.4% | +2.3% | +3.2% | +5.3% |
| 30D | +31.0% | -2.6% | +33.6% | +31.1% |
| 3M | +46.0% | -4.6% | +50.7% | +45.9% |
| 6M | +77.3% | +8.7% | +68.6% | +74.9% |
| YTD | +141.9% | +61.0% | +80.9% | +121.8% |
| 1Y | +120.9% | +96.0% | +24.9% | +96.8% |
| All | +120.9% | +98.0% | +22.9% | +96.8% |
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