+855.4%
MU vs KEY
+106.2%
+749.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.4% |
| 7D | -22.0% | -1.3% | -20.7% | -21.4% |
| 30D | -36.6% | +5.1% | -41.7% | -38.2% |
| 3M | -21.7% | -7.1% | -14.6% | -18.7% |
| 6M | +3.5% | -4.4% | +7.9% | +5.3% |
| YTD | +141.9% | +4.0% | +137.9% | +133.4% |
| 1Y | +189.8% | +23.4% | +166.4% | +153.5% |
| 3Y | +855.4% | +113.9% | +741.5% | +595.9% |
| All | +855.4% | +106.2% | +749.1% | +595.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling