+18.9%
IWM vs MPC
+122.9%
-104.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.1% | +9.6% | +1.2% |
| 7D | +1.0% | -10.9% | +11.9% | +0.6% |
| 30D | +0.2% | -9.4% | +9.6% | -0.2% |
| 3M | -5.6% | +26.0% | -31.6% | -5.7% |
| 6M | +2.7% | +56.5% | -53.8% | +2.5% |
| YTD | +16.2% | +144.3% | -128.1% | +9.3% |
| 1Y | +18.9% | +117.2% | -98.3% | +13.7% |
| All | +18.9% | +122.9% | -104.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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