+58.1%
MP vs IWD
+73.6%
-15.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.6% |
| 7D | -2.9% | -0.3% | -2.6% | -2.4% |
| 30D | +13.8% | +0.6% | +13.2% | +12.6% |
| 3M | -16.7% | +7.2% | -23.9% | -27.0% |
| 6M | -11.5% | +16.2% | -27.7% | -32.8% |
| YTD | +7.9% | +23.3% | -15.4% | -26.6% |
| 1Y | -15.0% | +29.6% | -44.6% | -47.3% |
| 3Y | +153.5% | +70.5% | +83.1% | -7.6% |
| All | +58.1% | +73.6% | -15.5% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling