+115.1%
INDA vs MTB
+340.8%
-225.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.2% |
| 30D | -0.8% | -4.2% | +3.4% | +0.4% |
| 3M | +3.9% | +8.9% | -4.9% | +1.1% |
| 6M | -0.7% | +10.9% | -11.6% | -4.0% |
| YTD | -7.7% | +21.5% | -29.1% | -13.3% |
| 1Y | -5.1% | +21.9% | -27.0% | -11.2% |
| 3Y | +13.6% | +109.2% | -95.6% | -12.9% |
| 5Y | +7.8% | +102.0% | -94.2% | -19.8% |
| 10Y | +84.6% | +171.9% | -87.3% | +6.1% |
| All | +115.1% | +340.8% | -225.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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