+1,106.1%
MUU vs KEY
+39.1%
+1,067.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.1% |
| 7D | -32.5% | +0.5% | -33.0% | -31.8% |
| 30D | -55.2% | +6.9% | -62.1% | -58.7% |
| 3M | -40.7% | -5.0% | -35.7% | -36.4% |
| 6M | -43.9% | +0.7% | -44.7% | -46.1% |
| YTD | +203.2% | +6.5% | +196.7% | +163.9% |
| 1Y | +257.0% | +22.6% | +234.4% | +149.0% |
| All | +1,106.1% | +39.1% | +1,067.0% | +571.8% |
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