-23.3%
MKC vs IFF
+34.4%
-57.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -5.9% | -1.8% | -4.1% | -5.5% |
| 30D | -0.9% | -2.0% | +1.1% | -0.5% |
| 3M | +12.7% | +18.5% | -5.8% | +8.5% |
| 6M | -19.3% | +11.7% | -31.0% | -20.5% |
| YTD | -22.2% | +29.6% | -51.7% | -27.4% |
| 1Y | -23.3% | +35.0% | -58.3% | -28.9% |
| All | -23.3% | +34.4% | -57.8% | -28.9% |
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