+4,407.5%
MU vs KEY
+96.4%
+4,311.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +12.8% | +2.9% | +9.9% | +11.4% |
| 30D | -14.9% | +8.4% | -23.3% | -18.0% |
| 3M | -18.0% | -5.8% | -12.3% | -15.9% |
| 6M | -3.1% | +5.4% | -8.6% | -6.0% |
| YTD | +172.9% | +7.1% | +165.8% | +162.0% |
| 1Y | +228.8% | +26.8% | +202.0% | +191.6% |
| 3Y | +950.8% | +128.7% | +822.2% | +603.2% |
| 5Y | +931.3% | +13.6% | +917.6% | +809.1% |
| All | +4,407.5% | +96.4% | +4,311.1% | +2,740.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling