+20.0%
IWM vs MPC
+527.1%
-507.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -2.0% | -16.2% | +14.2% | +2.1% |
| 30D | -1.5% | -15.7% | +14.3% | +2.2% |
| 3M | -8.0% | +24.9% | -32.9% | -14.2% |
| 6M | -4.1% | +52.7% | -56.8% | -15.8% |
| YTD | +11.9% | +131.9% | -119.9% | -14.5% |
| 1Y | +15.0% | +96.6% | -81.6% | -7.6% |
| 3Y | +64.2% | +163.8% | -99.6% | +16.1% |
| All | +20.0% | +527.1% | -507.1% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling