+120.9%
MPC vs IFF
+34.4%
+86.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | -1.8% | +7.3% | +4.9% |
| 30D | +31.0% | -2.0% | +32.9% | +30.5% |
| 3M | +46.0% | +18.5% | +27.5% | +53.6% |
| 6M | +77.3% | +11.7% | +65.6% | +89.7% |
| YTD | +141.9% | +29.6% | +112.3% | +154.3% |
| 1Y | +120.9% | +35.0% | +86.0% | +127.2% |
| All | +120.9% | +34.4% | +86.5% | +127.2% |
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