+3,971.9%
MU vs KEY
+120.9%
+3,851.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.4% |
| 7D | -22.0% | -1.3% | -20.7% | -21.5% |
| 30D | -36.6% | +5.1% | -41.7% | -38.1% |
| 3M | -21.7% | -7.1% | -14.6% | -19.2% |
| 6M | +3.5% | -4.4% | +7.9% | +5.0% |
| YTD | +141.9% | +4.0% | +137.9% | +135.3% |
| 1Y | +189.8% | +23.4% | +166.4% | +160.2% |
| 3Y | +855.4% | +113.9% | +741.5% | +559.5% |
| 5Y | +869.2% | +12.3% | +856.8% | +758.2% |
| All | +3,971.9% | +120.9% | +3,851.0% | +2,636.7% |
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