+145.5%
MLM vs INDA
+112.6%
+32.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -5.8% | +3.1% | -8.9% | -7.7% |
| 30D | +9.8% | +11.3% | -1.4% | +2.6% |
| 3M | -5.2% | +3.0% | -8.2% | -7.0% |
| 6M | -10.3% | +6.5% | -16.8% | -13.8% |
| YTD | -15.5% | -4.6% | -10.9% | -13.1% |
| 1Y | -15.0% | -5.8% | -9.3% | -12.0% |
| 3Y | +17.5% | +16.8% | +0.7% | +4.8% |
| 5Y | +30.5% | +10.4% | +20.2% | +20.8% |
| 10Y | +145.5% | +116.8% | +28.7% | +41.9% |
| All | +145.5% | +112.6% | +32.9% | +41.9% |
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