+296.2%
MXL vs KEY
+22.3%
+273.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | +33.1% | +1.8% | +31.3% | +32.1% |
| 30D | -33.5% | +7.1% | -40.6% | -35.1% |
| 3M | -20.7% | -5.9% | -14.8% | -17.7% |
| 6M | -35.9% | +2.2% | -38.1% | -35.8% |
| YTD | +238.3% | +6.4% | +231.9% | +204.2% |
| 1Y | +296.2% | +24.8% | +271.5% | +186.2% |
| All | +296.2% | +22.3% | +273.9% | +186.2% |
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