+189.4%
MXL vs KEY
+130.9%
+58.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.8% | +7.8% | +7.2% |
| 7D | +15.5% | +2.7% | +12.7% | +13.2% |
| 30D | -11.3% | -3.2% | -8.1% | -8.9% |
| 3M | -16.1% | +1.0% | -17.1% | -16.7% |
| 6M | +323.0% | +11.9% | +311.2% | +285.9% |
| YTD | +281.5% | +8.7% | +272.8% | +255.5% |
| 1Y | +319.3% | +18.5% | +300.8% | +266.1% |
| 3Y | +189.4% | +124.0% | +65.4% | +93.1% |
| All | +189.4% | +130.9% | +58.5% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling