+178.8%
MXL vs KEY
+95.2%
+83.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | +33.1% | +1.8% | +31.3% | +32.0% |
| 30D | -33.5% | +7.1% | -40.6% | -35.9% |
| 3M | -20.7% | -5.9% | -14.8% | -18.0% |
| 6M | -35.9% | +2.2% | -38.1% | -36.7% |
| YTD | +238.3% | +6.4% | +231.9% | +224.8% |
| 1Y | +296.2% | +24.8% | +271.5% | +249.6% |
| 3Y | +254.1% | +125.2% | +128.9% | +132.2% |
| 5Y | -14.1% | +13.0% | -27.1% | -24.1% |
| All | +178.8% | +95.2% | +83.5% | +72.3% |
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 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