+23.8%
IWM vs MP
-13.0%
+36.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | +1.4% | +9.5% | -8.0% | 0.0% |
| 30D | +2.3% | -3.0% | +5.3% | +2.6% |
| 3M | -8.3% | -30.4% | +22.0% | -3.5% |
| 6M | -1.3% | -39.2% | +37.9% | +5.1% |
| YTD | +13.5% | -23.3% | +36.8% | +14.9% |
| 1Y | +18.4% | -32.6% | +51.0% | +21.9% |
| 3Y | +69.6% | +159.3% | -89.6% | +16.3% |
| All | +23.8% | -13.0% | +36.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling