+227.7%
MDT vs INDA
+111.6%
+116.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.2% |
| 7D | +0.4% | -1.0% | +1.4% | +0.8% |
| 30D | +6.0% | -2.5% | +8.5% | +7.1% |
| 3M | +15.5% | +4.0% | +11.6% | +13.7% |
| 6M | +3.4% | -1.8% | +5.2% | +3.9% |
| YTD | -2.2% | -9.2% | +7.0% | +1.3% |
| 1Y | +2.6% | -7.2% | +9.8% | +5.2% |
| 3Y | +27.5% | +9.8% | +17.7% | +21.4% |
| 5Y | -20.1% | +7.5% | -27.6% | -23.6% |
| 10Y | +39.1% | +80.8% | -41.7% | +4.6% |
| All | +227.7% | +111.6% | +116.1% | +129.2% |
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 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