+120.9%
MPC vs KNX
+67.7%
+53.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.3% |
| 7D | +5.4% | +7.1% | -1.6% | +5.4% |
| 30D | +31.0% | +1.7% | +29.3% | +30.9% |
| 3M | +46.0% | -8.1% | +54.2% | +45.8% |
| 6M | +77.3% | +14.0% | +63.3% | +80.1% |
| YTD | +141.9% | +38.5% | +103.4% | +145.0% |
| 1Y | +120.9% | +65.4% | +55.5% | +125.8% |
| All | +120.9% | +67.7% | +53.2% | +125.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling