-16.8%
MCD vs INDA
-7.9%
-8.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | -2.9% | -2.6% | -0.3% | -2.4% |
| 30D | -6.7% | -2.9% | -3.8% | -6.2% |
| 3M | -9.6% | +2.4% | -11.9% | -10.1% |
| 6M | -22.3% | -2.6% | -19.7% | -22.1% |
| YTD | -15.4% | -10.0% | -5.5% | -14.6% |
| 1Y | -16.8% | -7.7% | -9.1% | -15.0% |
| All | -16.8% | -7.9% | -8.9% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling