-41.4%
MXL vs KEY
+0.8%
-42.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.1% |
| 7D | +5.5% | -0.5% | +6.0% | +5.9% |
| 30D | -32.6% | +6.7% | -39.4% | -34.2% |
| 3M | -13.1% | -4.6% | -8.5% | -7.7% |
| 6M | -41.4% | +2.6% | -44.0% | -42.8% |
| All | -41.4% | +0.8% | -42.2% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling