+2,585.6%
MPC vs INDA
+121.6%
+2,464.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +3.9% |
| 7D | -9.4% | +6.1% | -15.5% | -13.0% |
| 30D | -14.3% | +11.7% | -26.0% | -20.5% |
| 3M | +31.1% | +2.1% | +29.0% | +28.6% |
| 6M | +60.3% | +3.2% | +57.1% | +55.2% |
| YTD | +142.5% | -4.9% | +147.4% | +145.5% |
| 1Y | +104.6% | -4.4% | +108.9% | +106.2% |
| 3Y | +191.7% | +17.6% | +174.1% | +149.8% |
| 5Y | +549.2% | +9.9% | +539.4% | +479.0% |
| 10Y | +1,106.2% | +102.7% | +1,003.5% | +622.3% |
| All | +2,585.6% | +121.6% | +2,464.0% | +1,402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling