+161.6%
IWM vs MPWR
+1,560.2%
-1,398.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | -0.6% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | -1.5% | -16.5% | +15.1% | +3.4% |
| 3M | -8.0% | -12.3% | +4.3% | -5.4% |
| 6M | -4.1% | -27.7% | +23.6% | +2.7% |
| YTD | +11.9% | +32.0% | -20.1% | -1.9% |
| 1Y | +15.0% | +25.1% | -10.1% | +2.4% |
| 3Y | +64.2% | +146.5% | -82.3% | +6.0% |
| 5Y | +20.4% | +126.0% | -105.7% | -26.2% |
| All | +161.6% | +1,560.2% | -1,398.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling