+274.2%
MXL vs KEY
+171.1%
+103.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +16.6% | -1.8% | +18.4% | +17.7% |
| 30D | +0.5% | -3.3% | +3.8% | +2.6% |
| 3M | -3.6% | -0.2% | -3.4% | -3.4% |
| 6M | +328.0% | +12.1% | +315.9% | +300.3% |
| YTD | +297.8% | +8.4% | +289.4% | +279.2% |
| 1Y | +339.4% | +17.6% | +321.8% | +301.2% |
| 3Y | +201.7% | +123.3% | +78.4% | +97.9% |
| 5Y | +32.8% | +39.5% | -6.8% | +5.2% |
| All | +274.2% | +171.1% | +103.1% | +103.5% |
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