+127.0%
MP vs INDA
+15.9%
+111.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +3.6% |
| 7D | -10.5% | +6.6% | -17.2% | -15.1% |
| 30D | -23.5% | +10.4% | -33.9% | -29.5% |
| 3M | -25.4% | +1.5% | -27.0% | -26.3% |
| 6M | -51.3% | +1.7% | -53.0% | -51.9% |
| YTD | -29.9% | -5.8% | -24.1% | -27.9% |
| 1Y | -31.8% | -5.1% | -26.7% | -30.1% |
| 3Y | +127.0% | +16.0% | +111.0% | +51.7% |
| All | +127.0% | +15.9% | +111.0% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling