+601.0%
MPC vs KNX
+12.1%
+588.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.3% |
| 7D | +11.2% | +9.2% | +2.0% | +9.2% |
| 30D | -14.5% | +0.9% | -15.4% | -14.8% |
| 3M | +16.7% | -12.7% | +29.4% | +19.8% |
| 6M | +67.6% | +7.3% | +60.2% | +63.5% |
| YTD | +157.9% | +23.1% | +134.8% | +140.4% |
| 1Y | +116.7% | +47.1% | +69.6% | +92.0% |
| 3Y | +199.8% | +33.3% | +166.5% | +166.9% |
| All | +601.0% | +12.1% | +588.9% | +541.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling