+1,263.7%
MU vs IFF
-36.2%
+1,300.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | +2.0% | -2.8% | +4.8% | +3.0% |
| 30D | +12.5% | -1.1% | +13.7% | +12.8% |
| 3M | +9.6% | +13.8% | -4.2% | +3.4% |
| 6M | +142.6% | +16.7% | +125.9% | +124.6% |
| YTD | +242.7% | +26.1% | +216.5% | +205.2% |
| 1Y | +599.3% | +33.5% | +565.8% | +506.5% |
| 3Y | +1,308.3% | +31.6% | +1,276.7% | +1,092.2% |
| 5Y | +1,263.7% | -34.9% | +1,298.6% | +1,496.4% |
| All | +1,263.7% | -36.2% | +1,300.0% | +1,496.4% |
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