+210.4%
MGY vs IWD
+165.7%
+44.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -1.0% |
| 7D | +3.5% | -0.8% | +4.3% | +4.6% |
| 30D | +5.3% | -0.8% | +6.1% | +6.2% |
| 3M | +2.6% | +6.9% | -4.3% | -6.8% |
| 6M | -3.3% | +18.3% | -21.6% | -24.6% |
| YTD | +29.2% | +22.4% | +6.9% | -4.0% |
| 1Y | +18.0% | +27.4% | -9.4% | -17.1% |
| 3Y | +30.0% | +71.2% | -41.1% | -38.8% |
| 5Y | +92.7% | +75.7% | +17.0% | -10.9% |
| All | +210.4% | +165.7% | +44.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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