+18.7%
MTB vs IFF
+16.5%
+2.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.4% | -2.8% | +2.4% | -0.1% |
| 30D | -4.6% | -1.1% | -3.5% | -4.4% |
| 3M | +7.4% | +13.8% | -6.4% | +5.2% |
| 6M | +18.7% | +16.7% | +2.0% | +15.9% |
| All | +18.7% | +16.5% | +2.2% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling