+143.5%
IWM vs MPC
+1,171.2%
-1,027.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +1.4% | +11.2% | -9.8% | -2.0% |
| 30D | +2.3% | -14.5% | +16.8% | +7.0% |
| 3M | -8.3% | +16.7% | -25.0% | -13.6% |
| 6M | -1.3% | +67.6% | -68.9% | -18.0% |
| YTD | +13.5% | +157.9% | -144.4% | -19.5% |
| 1Y | +18.4% | +116.7% | -98.3% | -11.0% |
| 3Y | +69.6% | +199.8% | -130.1% | +10.8% |
| 5Y | +23.3% | +604.4% | -581.1% | -42.1% |
| All | +143.5% | +1,171.2% | -1,027.6% | -12.4% |
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