+671.3%
MPC vs KEYS
+79.0%
+592.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.4% |
| 7D | +1.2% | +0.9% | +0.3% | +1.0% |
| 30D | +17.0% | -5.3% | +22.2% | +18.3% |
| 3M | +49.5% | +0.5% | +48.9% | +48.0% |
| 6M | +83.5% | +14.0% | +69.5% | +74.2% |
| YTD | +144.1% | +60.3% | +83.8% | +106.8% |
| 1Y | +119.6% | +91.3% | +28.3% | +75.0% |
| 3Y | +168.1% | +146.1% | +21.9% | +93.9% |
| 5Y | +671.3% | +80.8% | +590.6% | +488.9% |
| All | +671.3% | +79.0% | +592.4% | +488.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling