+17.1%
IWM vs MPC
+107.1%
-90.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.9% |
| 7D | -0.3% | +2.6% | -2.9% | -0.4% |
| 30D | +1.9% | -12.2% | +14.1% | +1.4% |
| 3M | -5.7% | +20.1% | -25.8% | -6.0% |
| 6M | -0.3% | +60.6% | -60.9% | -0.7% |
| YTD | +15.8% | +150.6% | -134.8% | +7.4% |
| 1Y | +17.1% | +104.7% | -87.6% | +15.0% |
| All | +17.1% | +107.1% | -90.0% | +15.0% |
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 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