+544.0%
IWM vs MPWR
+15,734.2%
-15,190.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.8% |
| 30D | -1.3% | -9.0% | +7.8% | +1.3% |
| 3M | +1.6% | -25.8% | +27.4% | +8.9% |
| 6M | +13.6% | +11.8% | +1.8% | +7.3% |
| YTD | +20.8% | +35.5% | -14.8% | +7.4% |
| 1Y | +26.4% | +45.3% | -18.9% | +9.5% |
| 3Y | +60.7% | +138.5% | -77.8% | +11.6% |
| 5Y | +38.2% | +152.8% | -114.6% | -11.4% |
| 10Y | +169.5% | +1,616.6% | -1,447.1% | -5.4% |
| All | +544.0% | +15,734.2% | -15,190.2% | +30.3% |
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