+169.2%
IWM vs MPC
+1,131.7%
-962.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | +5.4% | -5.4% | -1.6% |
| 30D | -1.3% | +31.0% | -32.2% | -9.8% |
| 3M | +1.6% | +46.0% | -44.4% | -10.8% |
| 6M | +13.6% | +77.3% | -63.8% | -7.5% |
| YTD | +20.8% | +141.9% | -121.2% | -11.9% |
| 1Y | +26.4% | +120.9% | -94.5% | -5.2% |
| 3Y | +60.7% | +182.7% | -122.0% | +7.6% |
| 5Y | +38.2% | +646.4% | -608.2% | -36.2% |
| All | +169.2% | +1,131.7% | -962.5% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling