+318.1%
IWM vs MPC
+2,885.5%
-2,567.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -3.4% |
| 7D | -4.6% | -12.8% | +8.2% | -0.7% |
| 30D | -3.7% | -12.7% | +9.0% | -0.1% |
| 3M | -9.4% | +27.1% | -36.4% | -16.9% |
| 6M | -3.6% | +45.8% | -49.4% | -16.0% |
| YTD | +10.8% | +134.7% | -123.9% | -18.1% |
| 1Y | +11.9% | +106.0% | -94.2% | -13.9% |
| 3Y | +60.6% | +165.5% | -104.9% | +11.0% |
| 5Y | +19.2% | +540.9% | -521.7% | -40.0% |
| 10Y | +165.3% | +1,133.6% | -968.3% | -2.8% |
| All | +318.1% | +2,885.5% | -2,567.4% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling