+443.0%
MP vs ITW
+79.9%
+363.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -0.7% |
| 7D | -0.7% | -1.9% | +1.2% | +0.6% |
| 30D | -0.7% | -10.4% | +9.7% | +7.4% |
| 3M | 0.0% | +3.5% | -3.5% | -4.2% |
| 6M | -10.0% | -3.4% | -6.6% | -9.3% |
| YTD | +7.5% | +8.5% | -1.0% | -2.0% |
| 1Y | -14.0% | +3.2% | -17.2% | -19.3% |
| 3Y | +153.5% | +18.9% | +134.6% | +109.1% |
| 5Y | +62.7% | +35.0% | +27.7% | +17.5% |
| All | +443.0% | +79.9% | +363.1% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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