+25.7%
MLM vs INDA
+8.0%
+17.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -3.1% |
| 7D | -4.1% | +6.6% | -10.8% | -8.7% |
| 30D | +8.2% | +10.4% | -2.2% | +0.4% |
| 3M | -3.6% | +1.5% | -5.1% | -4.8% |
| 6M | -15.6% | +1.7% | -17.3% | -16.7% |
| YTD | -16.4% | -5.8% | -10.6% | -13.0% |
| 1Y | -14.3% | -5.1% | -9.3% | -11.4% |
| 3Y | +19.3% | +16.0% | +3.3% | +0.1% |
| All | +25.7% | +8.0% | +17.7% | +9.0% |
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