+1,072.3%
MXL vs INDA
+109.8%
+962.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +8.2% |
| 7D | +19.0% | -2.6% | +21.6% | +21.3% |
| 30D | +4.5% | -2.9% | +7.4% | +6.9% |
| 3M | -1.5% | +2.4% | -3.9% | -3.3% |
| 6M | +348.6% | -2.6% | +351.2% | +357.9% |
| YTD | +310.3% | -10.0% | +320.2% | +344.2% |
| 1Y | +344.7% | -7.7% | +352.4% | +371.2% |
| 3Y | +211.2% | +8.9% | +202.3% | +194.7% |
| 5Y | +34.8% | +6.0% | +28.9% | +32.7% |
| 10Y | +286.5% | +84.4% | +202.1% | +168.9% |
| All | +1,072.3% | +109.8% | +962.5% | +650.4% |
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