+229.2%
MXL vs KEEL
+197.5%
+31.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.8% | +6.5% |
| 7D | +18.9% | +2.9% | +16.0% | +18.0% |
| 30D | +0.3% | +0.8% | -0.5% | 0.0% |
| 3M | -8.0% | -35.3% | +27.3% | +3.5% |
| 6M | +341.2% | +59.4% | +281.9% | +300.7% |
| YTD | +327.8% | +51.9% | +275.9% | +284.5% |
| 1Y | +364.9% | +75.0% | +289.9% | +283.3% |
| 3Y | +229.2% | +224.5% | +4.7% | +117.4% |
| All | +229.2% | +197.5% | +31.7% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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