+158.5%
MP vs IFF
+33.6%
+124.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.8% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +8.3% | -0.3% | +8.6% | +8.4% |
| 3M | -3.8% | +18.6% | -22.4% | -8.9% |
| 6M | -4.9% | +17.4% | -22.3% | -10.2% |
| YTD | +9.6% | +28.5% | -18.9% | +0.1% |
| 1Y | -11.7% | +32.5% | -44.2% | -20.6% |
| 3Y | +158.5% | +34.1% | +124.4% | +98.9% |
| All | +158.5% | +33.6% | +124.9% | +98.9% |
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