+25.9%
IWM vs MPC
+586.3%
-560.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.1% |
| 7D | -0.3% | +2.6% | -2.9% | -0.9% |
| 30D | +1.9% | -12.2% | +14.1% | +4.7% |
| 3M | -5.7% | +20.1% | -25.8% | -10.9% |
| 6M | -0.3% | +60.6% | -60.9% | -13.4% |
| YTD | +15.8% | +150.6% | -134.8% | -13.2% |
| 1Y | +17.1% | +104.7% | -87.6% | -6.5% |
| 3Y | +73.1% | +194.5% | -121.4% | +18.9% |
| 5Y | +25.9% | +582.3% | -556.4% | -37.8% |
| All | +25.9% | +586.3% | -560.5% | -37.8% |
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