+181.2%
MLM vs INDA
+99.5%
+81.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.9% |
| 7D | -4.1% | +6.6% | -10.8% | -8.0% |
| 30D | +8.2% | +10.4% | -2.2% | +1.6% |
| 3M | -3.6% | +1.5% | -5.1% | -4.6% |
| 6M | -15.6% | +1.7% | -17.3% | -16.5% |
| YTD | -16.4% | -5.8% | -10.6% | -13.4% |
| 1Y | -14.3% | -5.1% | -9.3% | -11.7% |
| 3Y | +19.3% | +16.0% | +3.3% | +7.0% |
| 5Y | +29.6% | +9.3% | +20.3% | +20.8% |
| All | +181.2% | +99.5% | +81.7% | +75.4% |
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