+3,342.7%
MKC vs IFF
+825.7%
+2,517.0%
-52.0%
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% | +0.6% |
| 7D | -1.5% | -3.2% | +1.7% | -0.6% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | +5.2% | +8.4% | -3.3% | +2.7% |
| 6M | -12.8% | +23.0% | -35.9% | -18.3% |
| YTD | -23.3% | +25.5% | -48.8% | -28.5% |
| 1Y | -24.1% | +29.1% | -53.2% | -29.9% |
| 3Y | -32.1% | +31.7% | -63.8% | -38.5% |
| 5Y | -32.8% | -35.2% | +2.4% | -29.0% |
| 10Y | +29.9% | -20.7% | +50.6% | +24.0% |
| All | +3,342.7% | +825.7% | +2,517.0% | +1,392.9% |
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 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