-7.8%
MP vs IWD
+70.2%
-78.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -1.2% |
| 7D | -19.0% | -0.9% | -18.1% | -17.8% |
| 30D | -30.5% | +2.6% | -33.1% | -34.0% |
| 3M | -29.6% | +1.2% | -30.8% | -31.3% |
| 6M | -50.4% | +12.1% | -62.5% | -60.1% |
| YTD | -33.2% | +24.1% | -57.4% | -55.2% |
| 1Y | -38.6% | +28.5% | -67.1% | -61.3% |
| 3Y | +105.5% | +79.5% | +26.0% | -32.8% |
| 5Y | -7.8% | +70.3% | -78.1% | -63.7% |
| All | -7.8% | +70.2% | -78.1% | -63.7% |
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