+318.6%
MCD vs INDA
+122.9%
+195.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +7.3% | +6.2% | +1.1% | +5.3% |
| 30D | +20.0% | +12.4% | +7.6% | +15.6% |
| 3M | +3.8% | +3.2% | +0.7% | +2.8% |
| 6M | +3.8% | +3.8% | 0.0% | +2.4% |
| YTD | -5.9% | -4.3% | -1.6% | -4.8% |
| 1Y | -3.2% | -4.5% | +1.3% | -2.1% |
| 3Y | +13.3% | +17.1% | -3.8% | +6.7% |
| 5Y | +25.2% | +11.0% | +14.2% | +19.3% |
| 10Y | +213.3% | +107.5% | +105.8% | +139.8% |
| All | +318.6% | +122.9% | +195.6% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling