-10.5%
MLM vs IFF
+44.8%
-55.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +3.8% |
| 7D | +9.1% | -3.3% | +12.4% | +10.1% |
| 30D | +14.6% | +5.3% | +9.3% | +12.5% |
| 3M | +0.3% | +8.9% | -8.6% | -2.6% |
| 6M | -7.5% | +26.3% | -33.8% | -14.3% |
| YTD | -10.2% | +32.2% | -42.4% | -16.3% |
| 1Y | -10.5% | +45.8% | -56.2% | -16.7% |
| All | -10.5% | +44.8% | -55.3% | -16.7% |
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