+1,029.4%
MDB vs KNX
+89.9%
+939.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.5% |
| 7D | -1.8% | -5.6% | +3.8% | +0.4% |
| 30D | -17.3% | -4.4% | -12.9% | -15.9% |
| 3M | +2.2% | -17.3% | +19.5% | +9.5% |
| 6M | +33.9% | +22.6% | +11.2% | +21.4% |
| YTD | -13.7% | +31.1% | -44.8% | -24.4% |
| 1Y | +9.1% | +60.2% | -51.1% | -12.7% |
| 3Y | -8.1% | +35.8% | -43.9% | -23.5% |
| 5Y | -25.9% | +38.9% | -64.8% | -38.5% |
| All | +1,029.4% | +89.9% | +939.5% | +653.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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