+1,120.5%
MPC vs KNX
+170.9%
+949.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +17.0% | +1.0% | +15.9% | +16.3% |
| 3M | +49.5% | -12.6% | +62.1% | +55.4% |
| 6M | +83.5% | +21.1% | +62.4% | +69.0% |
| YTD | +144.1% | +33.2% | +110.9% | +116.3% |
| 1Y | +119.6% | +67.8% | +51.8% | +76.7% |
| 3Y | +168.1% | +37.3% | +130.8% | +126.2% |
| 5Y | +671.3% | +41.1% | +630.3% | +520.3% |
| All | +1,120.5% | +170.9% | +949.6% | +633.2% |
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