-5.6%
MDB vs INDA
+10.1%
-15.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.1% |
| 7D | -18.0% | -1.0% | -17.0% | -17.4% |
| 30D | -10.7% | -2.5% | -8.2% | -8.8% |
| 3M | +1.0% | +4.0% | -3.0% | -2.8% |
| 6M | +31.6% | -1.8% | +33.4% | +33.2% |
| YTD | -15.2% | -9.2% | -6.0% | -7.2% |
| 1Y | +10.1% | -7.2% | +17.3% | +17.4% |
| 3Y | -5.6% | +9.8% | -15.5% | -25.1% |
| All | -5.6% | +10.1% | -15.8% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling