+181.3%
MCD vs INDA
+81.7%
+99.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -2.9% | -2.6% | -0.3% | -1.9% |
| 30D | -6.7% | -2.9% | -3.8% | -5.7% |
| 3M | -9.6% | +2.4% | -11.9% | -10.5% |
| 6M | -22.3% | -2.6% | -19.7% | -21.7% |
| YTD | -15.4% | -10.0% | -5.5% | -12.2% |
| 1Y | -16.8% | -7.7% | -9.1% | -14.5% |
| 3Y | -2.4% | +8.9% | -11.3% | -7.1% |
| 5Y | +19.4% | +6.0% | +13.4% | +14.1% |
| 10Y | +181.3% | +84.4% | +96.9% | +110.7% |
| All | +181.3% | +81.7% | +99.6% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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