+265.1%
MU vs KEY
+29.6%
+235.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.5% | -7.4% |
| 7D | -19.1% | +1.7% | -20.8% | -19.5% |
| 30D | -25.2% | +6.8% | -32.0% | -26.8% |
| 3M | -10.9% | -5.8% | -5.1% | -8.7% |
| 6M | +38.0% | +1.4% | +36.6% | +37.9% |
| YTD | +178.8% | +7.5% | +171.3% | +161.1% |
| 1Y | +265.1% | +29.6% | +235.5% | +207.1% |
| All | +265.1% | +29.6% | +235.5% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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