+163.7%
MXL vs KEY
+96.4%
+67.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.7% |
| 7D | +13.4% | +2.9% | +10.5% | +11.9% |
| 30D | -29.2% | +8.4% | -37.7% | -32.3% |
| 3M | -27.2% | -5.8% | -21.5% | -24.9% |
| 6M | -36.4% | +5.4% | -41.9% | -38.4% |
| YTD | +220.0% | +7.1% | +213.0% | +206.2% |
| 1Y | +304.8% | +26.8% | +278.0% | +253.8% |
| 3Y | +238.5% | +128.7% | +109.8% | +120.2% |
| 5Y | -18.8% | +13.6% | -32.4% | -28.5% |
| All | +163.7% | +96.4% | +67.3% | +62.4% |
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