+110.8%
IWM vs MP
+278.3%
-167.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.9% |
| 7D | +2.8% | +11.0% | -8.2% | +1.2% |
| 30D | +0.6% | -11.7% | +12.4% | +2.3% |
| 3M | -7.8% | -30.8% | +23.0% | -3.2% |
| 6M | -1.0% | -42.9% | +41.9% | +5.9% |
| YTD | +13.9% | -25.9% | +39.8% | +15.9% |
| 1Y | +15.4% | -37.3% | +52.7% | +19.9% |
| 3Y | +70.2% | +150.7% | -80.4% | +27.1% |
| 5Y | +23.7% | -19.3% | +42.9% | +7.6% |
| All | +110.8% | +278.3% | -167.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling