+353.2%
MXL vs KEY
+18.3%
+334.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.7% |
| 7D | +19.0% | -0.3% | +19.3% | +19.1% |
| 30D | +4.5% | -3.3% | +7.8% | +6.8% |
| 3M | -1.5% | -0.7% | -0.8% | -1.1% |
| 6M | +348.6% | +12.5% | +336.1% | +299.7% |
| YTD | +310.3% | +8.4% | +301.9% | +275.0% |
| All | +353.2% | +18.3% | +334.8% | +247.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling