+211.3%
MCD vs INDA
+104.1%
+107.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +5.9% | +6.1% | -0.2% | +3.5% |
| 30D | +19.6% | +11.7% | +8.0% | +14.6% |
| 3M | +3.3% | +2.1% | +1.2% | +2.4% |
| 6M | +3.5% | +3.2% | +0.3% | +2.1% |
| YTD | -6.1% | -4.9% | -1.2% | -4.5% |
| 1Y | -3.7% | -4.4% | +0.7% | -2.3% |
| 3Y | +13.4% | +17.6% | -4.2% | +4.7% |
| 5Y | +25.2% | +9.9% | +15.3% | +18.1% |
| 10Y | +211.3% | +102.7% | +108.6% | +129.5% |
| All | +211.3% | +104.1% | +107.2% | +129.5% |
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