+15.4%
IWM vs MPC
+110.3%
-94.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.6% |
| 7D | +2.8% | +9.4% | -6.7% | +2.8% |
| 30D | +0.6% | -13.4% | +14.1% | +0.1% |
| 3M | -7.8% | +18.9% | -26.7% | -8.0% |
| 6M | -1.0% | +64.9% | -65.9% | -1.3% |
| YTD | +13.9% | +156.8% | -142.9% | +5.8% |
| 1Y | +15.4% | +113.2% | -97.7% | +12.6% |
| All | +15.4% | +110.3% | -94.8% | +12.6% |
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