+950.8%
MU vs KEY
+127.6%
+823.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +12.8% | +2.9% | +9.9% | +11.2% |
| 30D | -14.9% | +8.4% | -23.3% | -18.4% |
| 3M | -18.0% | -5.8% | -12.3% | -15.5% |
| 6M | -3.1% | +5.4% | -8.6% | -6.5% |
| YTD | +172.9% | +7.1% | +165.8% | +159.4% |
| 1Y | +228.8% | +26.8% | +202.0% | +183.5% |
| 3Y | +950.8% | +128.7% | +822.2% | +642.4% |
| All | +950.8% | +127.6% | +823.2% | +642.4% |
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