+302.4%
MXL vs KEYS
+1,049.9%
-747.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.0% | +3.6% | +3.8% |
| 7D | +18.9% | +3.5% | +15.4% | +15.3% |
| 30D | +0.3% | -4.5% | +4.8% | +5.8% |
| 3M | -8.0% | -0.4% | -7.6% | -2.6% |
| 6M | +341.2% | +19.1% | +322.1% | +304.6% |
| YTD | +327.8% | +66.7% | +261.2% | +181.1% |
| 1Y | +364.9% | +96.5% | +268.4% | +165.0% |
| 3Y | +229.2% | +155.2% | +74.1% | +52.4% |
| 5Y | +42.8% | +88.0% | -45.2% | -13.1% |
| All | +302.4% | +1,049.9% | -747.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling