+171.7%
MPC vs IFF
+33.6%
+138.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +3.9% | -0.2% | +4.0% | +3.9% |
| 30D | +33.8% | -0.3% | +34.1% | +33.8% |
| 3M | +49.9% | +18.6% | +31.3% | +48.1% |
| 6M | +80.9% | +17.4% | +63.6% | +78.4% |
| YTD | +147.4% | +28.5% | +118.9% | +136.7% |
| 1Y | +123.2% | +32.5% | +90.7% | +111.2% |
| 3Y | +171.7% | +34.1% | +137.7% | +146.0% |
| All | +171.7% | +33.6% | +138.2% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling