-18.1%
MXL vs KEY
+14.6%
-32.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -15.9% | +0.5% | -16.4% | -15.8% |
| 30D | -44.0% | +6.9% | -50.9% | -46.0% |
| 3M | -21.3% | -5.0% | -16.3% | -19.1% |
| 6M | -46.1% | +0.7% | -46.8% | -46.4% |
| YTD | +208.8% | +6.5% | +202.4% | +196.1% |
| 1Y | +255.5% | +22.6% | +232.9% | +215.8% |
| 3Y | +223.3% | +125.3% | +98.0% | +119.8% |
| 5Y | -18.1% | +13.9% | -32.0% | -16.4% |
| All | -18.1% | +14.6% | -32.7% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling