+364.9%
MXL vs IFF
+33.4%
+331.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.1% | +7.5% |
| 7D | +18.9% | -3.2% | +22.0% | +18.5% |
| 30D | +0.3% | -0.3% | +0.6% | +0.4% |
| 3M | -8.0% | +8.4% | -16.5% | -7.7% |
| 6M | +341.2% | +23.0% | +318.2% | +332.1% |
| YTD | +327.8% | +25.5% | +302.4% | +304.5% |
| 1Y | +364.9% | +29.1% | +335.8% | +293.7% |
| All | +364.9% | +33.4% | +331.5% | +293.7% |
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