+339.0%
MCK vs INDA
+5.7%
+333.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.4% |
| 30D | +0.4% | -2.8% | +3.2% | +0.9% |
| 3M | +12.1% | +1.6% | +10.5% | +11.7% |
| 6M | -5.4% | -1.4% | -4.0% | -5.3% |
| YTD | +7.8% | -10.1% | +17.9% | +9.9% |
| 1Y | +22.9% | -8.8% | +31.7% | +24.9% |
| 3Y | +110.7% | +7.6% | +103.1% | +104.6% |
| All | +339.0% | +5.7% | +333.3% | +325.8% |
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