+199.8%
MPC vs KNX
+33.3%
+166.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.3% |
| 7D | +11.2% | +9.2% | +2.0% | +9.1% |
| 30D | -14.5% | +0.9% | -15.4% | -14.8% |
| 3M | +16.7% | -12.7% | +29.4% | +19.9% |
| 6M | +67.6% | +7.3% | +60.2% | +63.2% |
| YTD | +157.9% | +23.1% | +134.8% | +137.7% |
| 1Y | +116.7% | +47.1% | +69.6% | +87.7% |
| 3Y | +199.8% | +33.3% | +166.5% | +147.7% |
| All | +199.8% | +33.3% | +166.5% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling