+3.0%
MCHP vs INDA
+5.7%
-2.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.5% |
| 7D | 0.0% | -2.7% | +2.7% | +3.4% |
| 30D | -6.0% | -2.8% | -3.3% | -2.9% |
| 3M | -19.7% | +1.6% | -21.3% | -20.9% |
| 6M | +14.0% | -1.4% | +15.5% | +16.2% |
| YTD | +18.4% | -10.1% | +28.6% | +34.6% |
| 1Y | +17.1% | -8.8% | +25.9% | +29.6% |
| 3Y | +0.7% | +7.6% | -6.9% | -10.0% |
| All | +3.0% | +5.7% | -2.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling