+277.5%
MP vs IWD
+159.8%
+117.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +3.1% |
| 7D | -1.6% | +1.3% | -2.8% | -3.9% |
| 30D | -18.2% | +3.6% | -21.8% | -23.2% |
| 3M | -26.1% | +2.3% | -28.5% | -29.1% |
| 6M | -44.0% | +13.0% | -57.1% | -55.1% |
| YTD | -25.3% | +26.2% | -51.5% | -50.2% |
| 1Y | -35.6% | +30.5% | -66.0% | -59.5% |
| 3Y | +147.1% | +86.2% | +60.8% | -17.7% |
| 5Y | -11.3% | +72.9% | -84.1% | -64.6% |
| All | +277.5% | +159.8% | +117.7% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling