+25.7%
MMM vs INDA
+4.5%
+21.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.2% |
| 7D | -3.2% | -3.6% | +0.4% | -0.9% |
| 30D | -10.7% | -4.0% | -6.7% | -8.3% |
| 3M | +4.3% | +1.7% | +2.6% | +3.1% |
| 6M | +5.9% | -3.6% | +9.6% | +8.4% |
| YTD | +3.2% | -11.0% | +14.1% | +11.0% |
| 1Y | +8.0% | -9.5% | +17.5% | +14.8% |
| 3Y | +99.1% | +7.6% | +91.4% | +89.1% |
| 5Y | +25.7% | +4.8% | +21.0% | +18.9% |
| All | +25.7% | +4.5% | +21.3% | +18.9% |
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 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