-20.7%
MDLN vs IFF
+32.2%
-52.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -11.1% | -3.2% | -7.9% | -11.0% |
| 30D | -8.4% | -0.3% | -8.1% | -8.3% |
| 3M | -12.4% | +8.4% | -20.8% | -12.3% |
| 6M | -23.3% | +23.0% | -46.3% | -23.4% |
| YTD | -22.5% | +25.5% | -48.0% | -24.8% |
| All | -20.7% | +32.2% | -52.8% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling