+104.7%
MPC vs INDA
-5.2%
+109.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.2% |
| 7D | +2.6% | +3.1% | -0.5% | +4.7% |
| 30D | -12.2% | +11.3% | -23.5% | -5.9% |
| 3M | +20.1% | +3.0% | +17.1% | +23.2% |
| 6M | +60.6% | +6.5% | +54.1% | +68.5% |
| YTD | +150.6% | -4.6% | +155.1% | +166.4% |
| 1Y | +104.7% | -5.8% | +110.4% | +120.8% |
| All | +104.7% | -5.2% | +109.9% | +120.8% |
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