+106,206.6%
MU vs IFF
+856.0%
+105,350.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.2% |
| 7D | +9.0% | -1.8% | +10.8% | +10.0% |
| 30D | +13.8% | -2.0% | +15.8% | +14.7% |
| 3M | +2.1% | +18.5% | -16.5% | -8.2% |
| 6M | +153.8% | +11.7% | +142.1% | +132.2% |
| YTD | +256.4% | +29.6% | +226.8% | +199.0% |
| 1Y | +719.8% | +35.0% | +684.8% | +570.4% |
| 3Y | +1,360.4% | +32.3% | +1,328.1% | +1,067.9% |
| 5Y | +1,312.4% | -34.6% | +1,347.0% | +1,486.9% |
| 10Y | +6,142.6% | -20.6% | +6,163.2% | +5,819.6% |
| All | +106,206.6% | +856.0% | +105,350.6% | +26,472.1% |
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