+959.5%
MDB vs INDA
+66.5%
+893.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +11.6% | +3.1% | +8.5% | +9.0% |
| 30D | -8.9% | +9.1% | -18.0% | -15.1% |
| 3M | -22.4% | +3.2% | -25.6% | -24.4% |
| 6M | +10.1% | +8.5% | +1.6% | +2.7% |
| YTD | -19.0% | -4.6% | -14.4% | -16.2% |
| 1Y | -7.0% | -5.5% | -1.5% | -3.2% |
| 3Y | -9.8% | +16.7% | -26.6% | -20.6% |
| 5Y | -40.1% | +9.0% | -49.0% | -43.5% |
| All | +959.5% | +66.5% | +893.0% | +657.6% |
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