-11.3%
MP vs IFF
-34.0%
+22.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.7% |
| 7D | -1.6% | -10.8% | +9.2% | +3.3% |
| 30D | -18.2% | -0.1% | -18.0% | -18.5% |
| 3M | -26.1% | -1.2% | -24.9% | -26.1% |
| 6M | -44.0% | +5.2% | -49.2% | -46.1% |
| YTD | -25.3% | +27.3% | -52.6% | -35.5% |
| 1Y | -35.6% | +39.2% | -74.8% | -47.3% |
| 3Y | +147.1% | +26.1% | +120.9% | +102.7% |
| 5Y | -11.3% | -37.0% | +25.8% | +35.3% |
| All | -11.3% | -34.0% | +22.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling