+101.9%
MPC vs INDA
-4.7%
+106.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +5.2% |
| 7D | -9.4% | +6.1% | -15.5% | -5.7% |
| 30D | -14.3% | +11.7% | -26.0% | -8.1% |
| 3M | +31.1% | +2.1% | +29.0% | +33.8% |
| 6M | +60.3% | +3.2% | +57.1% | +65.2% |
| YTD | +142.5% | -4.9% | +147.4% | +158.7% |
| All | +101.9% | -4.7% | +106.6% | +116.8% |
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