+1,017.5%
MDB vs KNX
+92.2%
+925.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.8% |
| 7D | -4.5% | +2.3% | -6.9% | -5.5% |
| 30D | -14.0% | +0.5% | -14.5% | -14.3% |
| 3M | +5.3% | -14.1% | +19.5% | +11.1% |
| 6M | +31.9% | +19.8% | +12.1% | +20.7% |
| YTD | -14.6% | +32.7% | -47.3% | -25.5% |
| 1Y | +8.2% | +62.3% | -54.1% | -13.9% |
| 3Y | -5.0% | +36.8% | -41.8% | -21.1% |
| 5Y | -24.5% | +41.8% | -66.3% | -37.8% |
| All | +1,017.5% | +92.2% | +925.3% | +642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling