+146.9%
MKC vs INDA
+121.8%
+25.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | +4.8% | +9.4% | -4.6% | +2.2% |
| 3M | -12.8% | +2.9% | -15.8% | -13.6% |
| 6M | +5.0% | +7.2% | -2.2% | +2.8% |
| YTD | -29.1% | -4.8% | -24.3% | -28.3% |
| 1Y | -26.4% | -5.1% | -21.3% | -25.5% |
| 3Y | -21.6% | +16.7% | -38.3% | -25.5% |
| 5Y | -35.2% | +8.8% | -44.0% | -37.5% |
| 10Y | +25.6% | +116.2% | -90.6% | -4.6% |
| All | +146.9% | +121.8% | +25.1% | +80.5% |
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