+229.2%
MXL vs INDA
+7.9%
+221.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.6% | +6.5% |
| 7D | +18.9% | -2.7% | +21.5% | +22.4% |
| 30D | +0.3% | -2.8% | +3.1% | +3.5% |
| 3M | -8.0% | +1.6% | -9.7% | -9.6% |
| 6M | +341.2% | -1.4% | +342.7% | +347.1% |
| YTD | +327.8% | -10.1% | +338.0% | +381.4% |
| 1Y | +364.9% | -8.8% | +373.7% | +410.4% |
| 3Y | +229.2% | +7.6% | +221.6% | +120.8% |
| All | +229.2% | +7.9% | +221.4% | +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 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