+206.2%
MLM vs IFF
-21.4%
+227.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -6.5% | -0.3% | -6.2% | -6.4% |
| 3M | -7.4% | +18.6% | -26.0% | -13.6% |
| 6M | -15.8% | +17.4% | -33.2% | -21.8% |
| YTD | -17.4% | +28.5% | -45.9% | -26.1% |
| 1Y | -17.9% | +32.5% | -50.4% | -27.7% |
| 3Y | +18.9% | +34.1% | -15.2% | +0.3% |
| 5Y | +43.4% | -35.2% | +78.6% | +62.2% |
| 10Y | +206.2% | -21.1% | +227.3% | +210.9% |
| All | +206.2% | -21.4% | +227.6% | +210.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling