+199.8%
MGY vs IWD
+167.8%
+32.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.6% |
| 7D | +2.1% | -0.3% | +2.4% | +2.4% |
| 30D | +13.8% | +0.6% | +13.2% | +12.7% |
| 3M | -4.3% | +7.2% | -11.5% | -13.5% |
| 6M | -5.1% | +16.2% | -21.3% | -24.1% |
| YTD | +24.8% | +23.3% | +1.5% | -8.2% |
| 1Y | +11.8% | +29.6% | -17.8% | -23.3% |
| 3Y | +23.5% | +70.5% | -46.9% | -41.5% |
| 5Y | +87.5% | +73.5% | +14.0% | -11.7% |
| All | +199.8% | +167.8% | +32.0% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling