+161.6%
IWM vs MPC
+1,096.9%
-935.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -2.0% | -16.2% | +14.2% | +3.4% |
| 30D | -1.5% | -15.7% | +14.3% | +3.4% |
| 3M | -8.0% | +24.9% | -32.9% | -15.4% |
| 6M | -4.1% | +52.7% | -56.8% | -18.0% |
| YTD | +11.9% | +131.9% | -119.9% | -17.9% |
| 1Y | +15.0% | +96.6% | -81.6% | -10.9% |
| 3Y | +64.2% | +163.8% | -99.6% | +11.7% |
| 5Y | +20.4% | +533.1% | -512.7% | -41.6% |
| All | +161.6% | +1,096.9% | -935.3% | -4.0% |
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