+27.4%
MKC vs INDA
+84.7%
-57.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.1% |
| 7D | -1.5% | -2.7% | +1.2% | -0.6% |
| 30D | -3.1% | -2.8% | -0.4% | -2.3% |
| 3M | +5.2% | +1.6% | +3.6% | +4.5% |
| 6M | -12.8% | -1.4% | -11.4% | -12.6% |
| YTD | -23.3% | -10.1% | -13.2% | -20.9% |
| 1Y | -24.1% | -8.8% | -15.3% | -22.2% |
| 3Y | -32.1% | +7.6% | -39.7% | -34.1% |
| 5Y | -32.8% | +5.8% | -38.6% | -34.9% |
| All | +27.4% | +84.7% | -57.3% | -4.1% |
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 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