+297.0%
MXL vs IFF
+44.8%
+252.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.9% | -6.2% | -12.1% |
| 7D | -24.3% | -3.3% | -21.0% | -24.8% |
| 30D | -46.1% | +5.3% | -51.4% | -45.6% |
| 3M | -21.8% | +8.9% | -30.7% | -20.4% |
| 6M | -27.2% | +26.3% | -53.6% | -25.4% |
| YTD | +226.2% | +32.2% | +194.0% | +221.1% |
| 1Y | +297.0% | +45.8% | +251.2% | +289.0% |
| All | +297.0% | +44.8% | +252.2% | +289.0% |
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