+37.0%
MDT vs INDA
+84.7%
-47.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | -3.4% | -2.7% | -0.7% | -2.2% |
| 30D | +0.2% | -2.8% | +3.0% | +1.5% |
| 3M | +14.3% | +1.6% | +12.6% | +13.3% |
| 6M | +4.0% | -1.4% | +5.4% | +4.4% |
| YTD | -3.7% | -10.1% | +6.5% | +0.8% |
| 1Y | -0.4% | -8.8% | +8.4% | +3.4% |
| 3Y | +23.3% | +7.6% | +15.7% | +17.2% |
| 5Y | -18.9% | +5.8% | -24.7% | -22.8% |
| All | +37.0% | +84.7% | -47.7% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling