+257.7%
MMM vs INDA
+115.1%
+142.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | +0.7% | -4.0% | -3.6% |
| 30D | -7.0% | -0.8% | -6.2% | -6.7% |
| 3M | +10.8% | +3.9% | +6.9% | +9.1% |
| 6M | +5.8% | -0.7% | +6.5% | +6.1% |
| YTD | +6.8% | -7.7% | +14.4% | +10.3% |
| 1Y | +10.4% | -5.1% | +15.5% | +12.6% |
| 3Y | +104.7% | +13.6% | +91.1% | +94.8% |
| 5Y | +23.6% | +7.8% | +15.8% | +19.6% |
| 10Y | +54.1% | +84.6% | -30.5% | +18.6% |
| All | +257.7% | +115.1% | +142.6% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling