-13.4%
MLM vs IFF
+38.8%
-52.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.8% |
| 7D | -3.8% | -10.8% | +6.9% | -0.4% |
| 30D | +11.0% | -0.1% | +11.1% | +10.8% |
| 3M | -3.1% | -1.2% | -1.8% | -2.9% |
| 6M | -9.8% | +5.2% | -15.0% | -12.0% |
| YTD | -14.4% | +27.3% | -41.7% | -20.0% |
| All | -13.4% | +38.8% | -52.2% | -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