-33.1%
MKC vs INDA
+4.5%
-37.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -2.8% | -3.6% | +0.8% | -2.0% |
| 30D | -3.4% | -4.0% | +0.6% | -2.5% |
| 3M | +3.8% | +1.7% | +2.1% | +3.1% |
| 6M | -17.9% | -3.6% | -14.3% | -17.2% |
| YTD | -23.6% | -11.0% | -12.6% | -21.4% |
| 1Y | -23.1% | -9.5% | -13.6% | -21.2% |
| 3Y | -31.5% | +7.6% | -39.2% | -32.7% |
| 5Y | -33.1% | +4.8% | -37.9% | -35.1% |
| All | -33.1% | +4.5% | -37.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling