+277.5%
MP vs IFF
-20.0%
+297.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.5% |
| 7D | -1.6% | -10.8% | +9.2% | +4.0% |
| 30D | -18.2% | -0.1% | -18.0% | -18.6% |
| 3M | -26.1% | -1.2% | -24.9% | -26.1% |
| 6M | -44.0% | +5.2% | -49.2% | -46.4% |
| YTD | -25.3% | +27.3% | -52.6% | -36.7% |
| 1Y | -35.6% | +39.2% | -74.8% | -48.6% |
| 3Y | +147.1% | +26.1% | +120.9% | +98.1% |
| 5Y | -11.3% | -37.0% | +25.8% | +16.1% |
| All | +277.5% | -20.0% | +297.5% | +314.8% |
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