+297.0%
MXL vs INDA
-7.3%
+304.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.7% | -13.9% | -13.1% |
| 7D | -24.3% | +6.9% | -31.3% | -28.9% |
| 30D | -46.1% | +7.4% | -53.5% | -49.6% |
| 3M | -21.8% | -1.0% | -20.8% | -21.0% |
| 6M | -27.2% | +2.9% | -30.1% | -28.4% |
| YTD | +226.2% | -7.4% | +233.6% | +223.9% |
| 1Y | +297.0% | -7.4% | +304.4% | +293.0% |
| All | +297.0% | -7.3% | +304.3% | +293.0% |
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 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