+112.4%
IWM vs MP
+268.3%
-155.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.2% |
| 7D | +0.3% | -3.6% | +3.9% | +0.8% |
| 30D | +0.6% | -21.0% | +21.6% | +3.9% |
| 3M | -6.2% | -33.3% | +27.1% | -1.1% |
| 6M | -0.8% | -45.9% | +45.2% | +7.0% |
| YTD | +14.8% | -27.8% | +42.6% | +17.2% |
| 1Y | +16.1% | -43.2% | +59.3% | +22.4% |
| 3Y | +71.5% | +144.0% | -72.5% | +28.6% |
| 5Y | +25.8% | -6.1% | +31.9% | +7.5% |
| All | +112.4% | +268.3% | -155.9% | +47.7% |
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