-37.3%
MP vs INDA
-5.4%
-31.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +11.0% | +3.1% | +7.9% | +7.7% |
| 30D | -11.7% | +9.1% | -20.9% | -19.6% |
| 3M | -30.8% | +3.2% | -34.0% | -32.7% |
| 6M | -42.9% | +8.5% | -51.4% | -47.4% |
| YTD | -25.9% | -4.6% | -21.2% | -23.2% |
| 1Y | -37.3% | -5.5% | -31.8% | -32.7% |
| All | -37.3% | -5.4% | -31.9% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling