+548.8%
MU vs IFF
+33.4%
+515.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -4.1% | -3.2% | -0.9% | -3.8% |
| 30D | +7.0% | -0.3% | +7.3% | +7.0% |
| 3M | -2.1% | +8.4% | -10.5% | -3.1% |
| 6M | +133.1% | +23.0% | +110.0% | +126.9% |
| YTD | +241.9% | +25.5% | +216.4% | +224.9% |
| 1Y | +548.8% | +29.1% | +519.7% | +516.7% |
| All | +548.8% | +33.4% | +515.4% | +516.7% |
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 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