-18.3%
MKC vs IFF
+44.8%
-63.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.9% | +10.3% | +6.4% |
| 7D | +9.6% | -3.3% | +12.9% | +10.2% |
| 30D | +12.0% | +5.3% | +6.7% | +10.8% |
| 3M | -2.0% | +8.9% | -10.9% | -3.7% |
| 6M | +7.2% | +26.3% | -19.1% | +1.8% |
| YTD | -23.7% | +32.2% | -55.9% | -27.9% |
| 1Y | -18.3% | +45.8% | -64.1% | -24.6% |
| All | -18.3% | +44.8% | -63.1% | -24.6% |
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