+1,166.2%
MPC vs IFF
-13.3%
+1,179.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.5% |
| 7D | +9.4% | -6.9% | +16.3% | +12.2% |
| 30D | -13.4% | -8.9% | -4.6% | -10.6% |
| 3M | +18.9% | -3.7% | +22.6% | +20.2% |
| 6M | +64.9% | +3.5% | +61.4% | +60.4% |
| YTD | +156.8% | +21.2% | +135.6% | +127.1% |
| 1Y | +113.2% | +25.6% | +87.6% | +85.1% |
| 3Y | +201.8% | +19.7% | +182.1% | +158.1% |
| 5Y | +601.4% | -39.8% | +641.2% | +713.9% |
| All | +1,166.2% | -13.3% | +1,179.5% | +1,063.7% |
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