-23.5%
MDB vs IFF
-36.2%
+12.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -2.8% | -2.8% | 0.0% | -1.4% |
| 30D | -14.9% | -1.1% | -13.7% | -14.6% |
| 3M | +7.3% | +13.8% | -6.5% | -0.1% |
| 6M | +38.2% | +16.7% | +21.5% | +22.9% |
| YTD | -10.9% | +26.1% | -37.0% | -24.8% |
| 1Y | +11.6% | +33.5% | -21.9% | -10.2% |
| 3Y | -0.9% | +31.6% | -32.5% | -27.0% |
| 5Y | -23.5% | -34.9% | +11.4% | +4.8% |
| All | -23.5% | -36.2% | +12.7% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling