+109.8%
INDA vs MTCH
+241.6%
-131.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | -2.6% | -2.4% | -0.2% | -2.3% |
| 30D | -2.9% | +12.8% | -15.7% | -4.6% |
| 3M | +2.4% | +20.0% | -17.6% | -0.4% |
| 6M | -2.6% | +34.7% | -37.3% | -6.9% |
| YTD | -10.0% | +30.6% | -40.5% | -13.7% |
| 1Y | -7.7% | +10.9% | -18.6% | -9.6% |
| 3Y | +8.9% | -2.0% | +10.9% | +6.4% |
| 5Y | +6.0% | -72.6% | +78.6% | +20.9% |
| 10Y | +84.4% | +197.9% | -113.5% | +35.7% |
| All | +109.8% | +241.6% | -131.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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