+1,171.8%
MPC vs KNX
+105.1%
+1,066.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.6% |
| 7D | +11.2% | +9.2% | +2.0% | +8.2% |
| 30D | -14.5% | +0.9% | -15.4% | -15.0% |
| 3M | +16.7% | -12.7% | +29.4% | +21.2% |
| 6M | +67.6% | +7.3% | +60.2% | +61.4% |
| YTD | +157.9% | +23.1% | +134.8% | +133.5% |
| 1Y | +116.7% | +47.1% | +69.6% | +83.6% |
| 3Y | +199.8% | +33.3% | +166.5% | +155.5% |
| 5Y | +604.4% | +12.1% | +592.3% | +519.6% |
| All | +1,171.8% | +105.1% | +1,066.7% | +742.7% |
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