+1,120.5%
MPC vs KEYS
+1,005.8%
+114.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.1% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | +17.0% | -5.3% | +22.2% | +19.0% |
| 3M | +49.5% | +0.5% | +48.9% | +47.1% |
| 6M | +83.5% | +14.0% | +69.5% | +69.8% |
| YTD | +144.1% | +60.3% | +83.8% | +92.0% |
| 1Y | +119.6% | +91.3% | +28.3% | +58.7% |
| 3Y | +168.1% | +146.1% | +21.9% | +67.3% |
| 5Y | +671.3% | +80.8% | +590.6% | +433.3% |
| All | +1,120.5% | +1,005.8% | +114.8% | +247.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling