+254.1%
MP vs IWD
+154.7%
+99.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.6% |
| 7D | -10.5% | -0.5% | -10.0% | -10.1% |
| 30D | -23.5% | +2.7% | -26.2% | -27.2% |
| 3M | -25.4% | +0.9% | -26.3% | -26.7% |
| 6M | -51.3% | +10.5% | -61.8% | -59.4% |
| YTD | -29.9% | +23.7% | -53.6% | -51.7% |
| 1Y | -31.8% | +28.7% | -60.6% | -56.1% |
| 3Y | +127.0% | +79.7% | +47.3% | -19.5% |
| 5Y | -3.3% | +69.7% | -73.0% | -60.1% |
| All | +254.1% | +154.7% | +99.4% | -5.5% |
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 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