+1,364.8%
MPC vs KEYS
+967.0%
+397.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | +11.2% | +9.4% | +1.9% | +7.5% |
| 30D | -14.5% | -16.8% | +2.3% | -8.9% |
| 3M | +16.7% | -15.9% | +32.5% | +22.9% |
| 6M | +67.6% | -17.6% | +85.1% | +75.7% |
| YTD | +157.9% | +46.5% | +111.4% | +107.2% |
| 1Y | +116.7% | +66.9% | +49.8% | +63.7% |
| 3Y | +199.8% | +141.4% | +58.4% | +85.4% |
| 5Y | +604.4% | +59.5% | +544.9% | +407.6% |
| 10Y | +1,171.5% | +761.1% | +410.4% | +305.1% |
| All | +1,364.8% | +967.0% | +397.9% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling