-10.8%
MDLN vs IFF
+36.5%
-47.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.7% | -1.8% | +5.5% | +3.8% |
| 30D | -0.2% | -2.0% | +1.7% | -0.2% |
| 3M | +6.2% | +18.5% | -12.3% | +6.1% |
| 6M | -14.7% | +11.7% | -26.3% | -13.0% |
| YTD | -12.9% | +29.6% | -42.5% | -15.5% |
| All | -10.8% | +36.5% | -47.2% | -14.9% |
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