+519.5%
IWM vs MPWR
+16,239.8%
-15,720.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +2.9% |
| 7D | +1.0% | +4.1% | -3.1% | -0.3% |
| 30D | +0.2% | -14.8% | +15.0% | +4.3% |
| 3M | -5.6% | -5.4% | -0.2% | -5.1% |
| 6M | +2.7% | -19.6% | +22.3% | +6.4% |
| YTD | +16.2% | +39.8% | -23.7% | +1.6% |
| 1Y | +18.9% | +32.5% | -13.6% | +5.5% |
| 3Y | +68.3% | +161.4% | -93.2% | +13.3% |
| 5Y | +26.7% | +144.5% | -117.8% | -18.5% |
| 10Y | +178.1% | +1,682.6% | -1,504.4% | -4.2% |
| All | +519.5% | +16,239.8% | -15,720.3% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling