+443.0%
MP vs IFF
-20.5%
+463.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.2% |
| 7D | -0.7% | -3.0% | +2.3% | +0.8% |
| 30D | -0.7% | -0.9% | +0.3% | -0.2% |
| 3M | 0.0% | +11.8% | -11.8% | -6.6% |
| 6M | -10.0% | +16.5% | -26.5% | -18.8% |
| YTD | +7.5% | +26.5% | -19.0% | -8.2% |
| 1Y | -14.0% | +32.7% | -46.7% | -29.5% |
| 3Y | +153.5% | +32.0% | +121.5% | +97.6% |
| 5Y | +62.7% | -36.1% | +98.8% | +110.9% |
| All | +443.0% | -20.5% | +463.5% | +501.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling