+3,101.0%
MPC vs KNX
+432.0%
+2,669.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -1.0% |
| 7D | +5.4% | +7.4% | -1.9% | +2.7% |
| 30D | +31.0% | +2.0% | +29.0% | +29.7% |
| 3M | +46.0% | -7.9% | +53.9% | +49.6% |
| 6M | +77.3% | +14.4% | +63.0% | +65.3% |
| YTD | +141.9% | +38.9% | +103.0% | +108.7% |
| 1Y | +120.9% | +65.9% | +55.0% | +75.3% |
| 3Y | +182.7% | +35.8% | +146.8% | +135.9% |
| 5Y | +646.4% | +43.3% | +603.1% | +486.1% |
| 10Y | +1,138.7% | +179.6% | +959.1% | +573.2% |
| All | +3,101.0% | +432.0% | +2,669.0% | +1,020.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling