+163.8%
MPC vs INDA
+15.9%
+147.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.1% |
| 7D | -16.2% | +6.6% | -22.8% | -16.0% |
| 30D | -15.7% | +10.4% | -26.1% | -15.6% |
| 3M | +24.9% | +1.5% | +23.4% | +25.4% |
| 6M | +52.7% | +1.7% | +50.9% | +53.4% |
| YTD | +131.9% | -5.8% | +137.7% | +140.0% |
| 1Y | +96.6% | -5.1% | +101.7% | +103.0% |
| 3Y | +163.8% | +16.0% | +147.8% | +138.5% |
| All | +163.8% | +15.9% | +147.8% | +138.5% |
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