+766.7%
MTZ vs KNX
+166.7%
+599.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.1% |
| 7D | +1.4% | -5.6% | +6.9% | +3.6% |
| 30D | -14.5% | -4.4% | -10.1% | -13.0% |
| 3M | -32.9% | -17.3% | -15.6% | -28.1% |
| 6M | -20.8% | +22.6% | -43.5% | -27.8% |
| YTD | +10.6% | +31.1% | -20.5% | -2.3% |
| 1Y | +27.1% | +60.2% | -33.1% | +2.7% |
| 3Y | +166.1% | +35.8% | +130.4% | +124.8% |
| 5Y | +170.7% | +38.9% | +131.8% | +120.7% |
| All | +766.7% | +166.7% | +599.9% | +425.0% |
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