+15.0%
IWM vs MP
-37.2%
+52.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -4.0% | +0.3% |
| 7D | -2.0% | -10.5% | +8.5% | -0.6% |
| 30D | -1.5% | -23.5% | +22.1% | +2.0% |
| 3M | -8.0% | -25.4% | +17.4% | -4.7% |
| 6M | -4.1% | -51.3% | +47.2% | +4.5% |
| YTD | +11.9% | -29.9% | +41.8% | +14.6% |
| 1Y | +15.0% | -31.8% | +46.9% | +17.8% |
| All | +15.0% | -37.2% | +52.2% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling