+206.2%
MLM vs INDA
+80.4%
+125.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +1.4% | -1.0% | +2.4% | +2.0% |
| 30D | -6.5% | -2.5% | -4.0% | -5.0% |
| 3M | -7.4% | +4.0% | -11.4% | -9.5% |
| 6M | -15.8% | -1.8% | -14.0% | -14.8% |
| YTD | -17.4% | -9.2% | -8.2% | -12.4% |
| 1Y | -17.9% | -7.2% | -10.7% | -14.3% |
| 3Y | +18.9% | +9.8% | +9.0% | +10.6% |
| 5Y | +43.4% | +7.5% | +35.9% | +35.4% |
| 10Y | +206.2% | +80.8% | +125.4% | +101.2% |
| All | +206.2% | +80.4% | +125.8% | +101.2% |
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