+279.3%
MCD vs INDA
+115.1%
+164.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -6.0% | -0.8% | -5.2% | -5.8% |
| 3M | -5.6% | +3.9% | -9.5% | -6.8% |
| 6M | -21.9% | -0.7% | -21.1% | -21.8% |
| YTD | -14.7% | -7.7% | -7.0% | -12.7% |
| 1Y | -17.3% | -5.1% | -12.2% | -16.1% |
| 3Y | -2.2% | +13.6% | -15.8% | -7.0% |
| 5Y | +20.3% | +7.8% | +12.5% | +15.6% |
| 10Y | +180.7% | +84.6% | +96.1% | +120.6% |
| All | +279.3% | +115.1% | +164.1% | +183.1% |
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