-15.0%
MP vs IWF
+10.9%
-25.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +0.5% | -3.4% | -3.8% |
| 30D | +13.8% | -0.4% | +14.2% | +14.7% |
| 3M | -16.7% | -2.6% | -14.1% | -12.3% |
| 6M | -11.5% | +9.1% | -20.6% | -22.7% |
| YTD | +7.9% | +4.5% | +3.5% | -0.3% |
| 1Y | -15.0% | +10.1% | -25.1% | -24.4% |
| All | -15.0% | +10.9% | -25.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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