+679.9%
MPC vs IFF
-35.9%
+715.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +3.2% | -3.0% | +6.2% | +3.6% |
| 30D | +25.0% | -0.9% | +26.0% | +25.1% |
| 3M | +55.2% | +11.8% | +43.3% | +52.3% |
| 6M | +86.4% | +16.5% | +69.9% | +80.2% |
| YTD | +148.5% | +26.5% | +122.0% | +134.7% |
| 1Y | +121.7% | +32.7% | +89.0% | +106.6% |
| 3Y | +172.9% | +32.0% | +140.9% | +150.7% |
| 5Y | +679.9% | -36.1% | +716.0% | +733.5% |
| All | +679.9% | -35.9% | +715.8% | +733.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling