-0.4%
MCO vs IFF
+34.4%
-34.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -4.2% | -1.8% | -2.3% | -4.0% |
| 30D | +2.2% | -2.0% | +4.1% | +2.4% |
| 3M | +10.1% | +18.5% | -8.4% | +8.8% |
| 6M | +5.3% | +11.7% | -6.4% | +4.1% |
| YTD | -2.7% | +29.6% | -32.3% | -5.4% |
| 1Y | -0.4% | +35.0% | -35.3% | -3.8% |
| All | -0.4% | +34.4% | -34.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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