-34.6%
MP vs IWD
+33.0%
-67.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.6% | -7.7% | -9.8% |
| 7D | -12.5% | +2.5% | -15.1% | -16.8% |
| 30D | -23.3% | +6.0% | -29.3% | -31.7% |
| 3M | -24.4% | +3.8% | -28.1% | -29.7% |
| 6M | -45.8% | +16.3% | -62.1% | -60.9% |
| YTD | -28.9% | +27.5% | -56.4% | -58.5% |
| 1Y | -34.6% | +32.8% | -67.4% | -65.5% |
| All | -34.6% | +33.0% | -67.6% | -65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling