+847.8%
MU vs KEY
+11.7%
+836.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | -22.0% | -1.3% | -20.7% | -21.5% |
| 30D | -36.6% | +5.1% | -41.7% | -37.9% |
| 3M | -21.7% | -7.1% | -14.6% | -19.3% |
| 6M | +3.5% | -4.4% | +7.9% | +4.9% |
| YTD | +141.9% | +4.0% | +137.9% | +135.7% |
| 1Y | +189.8% | +23.4% | +166.4% | +162.0% |
| 3Y | +855.4% | +113.9% | +741.5% | +594.9% |
| All | +847.8% | +11.7% | +836.2% | +884.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling