+3,106.3%
MPC vs IFF
+88.2%
+3,018.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | -8.8% | -9.8% | +0.9% | -4.7% |
| 30D | -14.4% | -1.6% | -12.8% | -13.8% |
| 3M | +21.9% | -1.8% | +23.7% | +22.6% |
| 6M | +60.1% | +3.6% | +56.5% | +54.8% |
| YTD | +142.3% | +25.4% | +116.9% | +107.1% |
| 1Y | +101.7% | +35.4% | +66.3% | +65.4% |
| 3Y | +184.8% | +23.9% | +160.9% | +134.5% |
| 5Y | +564.6% | -37.1% | +601.7% | +649.0% |
| 10Y | +1,098.3% | -10.3% | +1,108.6% | +902.5% |
| All | +3,106.3% | +88.2% | +3,018.1% | +1,315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling