+808.8%
MU vs KEY
+107.3%
+701.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.7% | -14.7% | -16.0% |
| 7D | -29.7% | -2.5% | -27.3% | -28.7% |
| 30D | -37.2% | +4.1% | -41.3% | -38.5% |
| 3M | -26.5% | -8.4% | -18.1% | -23.1% |
| 6M | +2.6% | -2.3% | +4.8% | +3.1% |
| YTD | +130.1% | +4.6% | +125.6% | +121.4% |
| 1Y | +176.7% | +24.6% | +152.1% | +140.8% |
| All | +808.8% | +107.3% | +701.5% | +560.3% |
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