+23.0%
MMM vs IFF
+44.8%
-21.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.9% | +14.4% | +10.5% |
| 7D | +12.2% | -3.3% | +15.5% | +12.8% |
| 30D | +18.8% | +5.3% | +13.6% | +16.9% |
| 3M | +7.4% | +8.9% | -1.5% | +4.6% |
| 6M | +38.3% | +26.3% | +12.0% | +28.1% |
| YTD | +22.9% | +32.2% | -9.3% | +12.1% |
| 1Y | +23.0% | +45.8% | -22.7% | +9.8% |
| All | +23.0% | +44.8% | -21.8% | +9.8% |
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 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