+119.6%
MPC vs IFF
+32.7%
+86.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.8% |
| 7D | +1.2% | -2.8% | +4.0% | +0.4% |
| 30D | +17.0% | -1.1% | +18.1% | +16.7% |
| 3M | +49.5% | +13.8% | +35.6% | +55.4% |
| 6M | +83.5% | +16.7% | +66.9% | +94.8% |
| YTD | +144.1% | +26.1% | +118.0% | +154.5% |
| 1Y | +119.6% | +33.5% | +86.1% | +124.2% |
| All | +119.6% | +32.7% | +86.8% | +124.2% |
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