+123.5%
IWM vs MP
+450.8%
-327.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +0.1% | -2.9% | +2.9% | +0.5% |
| 30D | -1.3% | +13.8% | -15.1% | -3.3% |
| 3M | +1.6% | -16.7% | +18.3% | +3.6% |
| 6M | +13.6% | -11.5% | +25.0% | +13.8% |
| YTD | +20.8% | +7.9% | +12.8% | +16.8% |
| 1Y | +26.4% | -15.0% | +41.5% | +24.5% |
| 3Y | +60.7% | +153.5% | -92.8% | +21.4% |
| 5Y | +38.2% | +58.7% | -20.5% | +9.8% |
| All | +123.5% | +450.8% | -327.3% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling