+161.3%
IWM vs MPC
+1,165.8%
-1,004.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +1.8% |
| 7D | +1.2% | -9.4% | +10.6% | +4.2% |
| 30D | +1.3% | -14.3% | +15.6% | +5.8% |
| 3M | -6.1% | +31.1% | -37.2% | -14.9% |
| 6M | -0.1% | +60.3% | -60.4% | -15.8% |
| YTD | +15.5% | +142.5% | -127.0% | -16.4% |
| 1Y | +18.1% | +104.6% | -86.5% | -9.6% |
| 3Y | +74.6% | +191.7% | -117.1% | +15.0% |
| 5Y | +24.6% | +549.2% | -524.6% | -39.9% |
| 10Y | +161.3% | +1,106.2% | -944.9% | -3.7% |
| All | +161.3% | +1,165.8% | -1,004.5% | -3.7% |
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 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