+3,170.3%
MLM vs IFF
+402.5%
+2,767.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.5% |
| 7D | -3.8% | -10.8% | +6.9% | +0.9% |
| 30D | +11.0% | -0.1% | +11.1% | +10.8% |
| 3M | -3.1% | -1.2% | -1.8% | -2.8% |
| 6M | -9.8% | +5.2% | -15.0% | -12.3% |
| YTD | -14.4% | +27.3% | -41.7% | -24.3% |
| 1Y | -12.6% | +39.2% | -51.8% | -25.9% |
| 3Y | +19.7% | +26.1% | -6.4% | +2.6% |
| 5Y | +29.8% | -37.0% | +66.8% | +46.4% |
| 10Y | +153.5% | -13.0% | +166.5% | +133.8% |
| All | +3,170.3% | +402.5% | +2,767.8% | +1,330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling