-13.9%
MLM vs IFF
+36.7%
-50.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -2.9% | -9.8% | +6.9% | +0.2% |
| 30D | +10.4% | -1.6% | +12.1% | +10.7% |
| 3M | -3.7% | -1.8% | -1.9% | -3.4% |
| 6M | -10.3% | +3.6% | -13.9% | -12.0% |
| YTD | -14.8% | +25.4% | -40.2% | -20.1% |
| 1Y | -13.9% | +35.4% | -49.3% | -20.0% |
| All | -13.9% | +36.7% | -50.6% | -20.0% |
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