-16.8%
MP vs ITW
+35.8%
-52.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +6.1% |
| 7D | -10.5% | +0.9% | -11.4% | -11.4% |
| 30D | -23.5% | +7.6% | -31.1% | -27.9% |
| 3M | -25.4% | -4.0% | -21.4% | -23.6% |
| 6M | -51.3% | +9.2% | -60.5% | -55.6% |
| YTD | -29.9% | +16.2% | -46.1% | -40.2% |
| 1Y | -31.8% | +17.9% | -49.8% | -43.0% |
| 3Y | +127.0% | +30.6% | +96.4% | +67.2% |
| All | -16.8% | +35.8% | -52.6% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling