+54.7%
MMM vs INDA
+81.7%
-27.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -2.6% | -2.6% | 0.0% | -1.4% |
| 30D | -9.3% | -2.9% | -6.4% | -8.0% |
| 3M | +5.6% | +2.4% | +3.2% | +4.4% |
| 6M | +9.5% | -2.6% | +12.1% | +10.8% |
| YTD | +4.1% | -10.0% | +14.1% | +9.2% |
| 1Y | +9.4% | -7.7% | +17.0% | +13.3% |
| 3Y | +101.0% | +8.9% | +92.1% | +93.7% |
| 5Y | +26.1% | +6.0% | +20.1% | +22.4% |
| 10Y | +54.7% | +84.4% | -29.7% | +20.5% |
| All | +54.7% | +81.7% | -27.0% | +20.5% |
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 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