+15.6%
MLM vs IFF
+22.2%
-6.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -0.9% | -1.8% | +0.9% | -0.4% |
| 30D | +9.0% | -9.4% | +18.4% | +12.0% |
| 3M | -5.6% | -3.0% | -2.6% | -4.9% |
| 6M | -10.7% | +5.8% | -16.5% | -12.4% |
| YTD | -17.2% | +22.4% | -39.5% | -22.0% |
| 1Y | -14.2% | +23.0% | -37.3% | -19.4% |
| 3Y | +15.6% | +21.8% | -6.2% | +2.3% |
| All | +15.6% | +22.2% | -6.6% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling