+117.2%
MPC vs INDA
-7.3%
+124.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.7% | -10.8% | -6.3% |
| 7D | -10.9% | +6.9% | -17.8% | -7.0% |
| 30D | -9.4% | +7.4% | -16.8% | -5.1% |
| 3M | +26.0% | -1.0% | +26.9% | +26.1% |
| 6M | +56.5% | +2.9% | +53.6% | +60.5% |
| YTD | +144.3% | -7.4% | +151.7% | +154.5% |
| 1Y | +117.2% | -7.4% | +124.6% | +127.1% |
| All | +117.2% | -7.3% | +124.6% | +127.1% |
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