+264.6%
MP vs ITW
+97.5%
+167.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.7% |
| 7D | -3.6% | +0.5% | -4.1% | -4.0% |
| 30D | -21.0% | +9.1% | -30.0% | -25.9% |
| 3M | -33.3% | -1.6% | -31.7% | -32.9% |
| 6M | -45.9% | +14.5% | -60.4% | -52.2% |
| YTD | -27.8% | +19.2% | -47.0% | -38.7% |
| 1Y | -43.2% | +20.9% | -64.1% | -52.6% |
| 3Y | +144.0% | +33.1% | +110.9% | +84.2% |
| 5Y | -6.1% | +38.2% | -44.3% | -34.6% |
| All | +264.6% | +97.5% | +167.1% | +109.1% |
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