-11.7%
MP vs IWF
+9.4%
-21.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +2.1% |
| 7D | +3.0% | +1.5% | +1.5% | +0.3% |
| 30D | +8.3% | -1.3% | +9.6% | +10.8% |
| 3M | -3.8% | +0.1% | -4.0% | -3.7% |
| 6M | -4.9% | +10.3% | -15.2% | -18.0% |
| YTD | +9.6% | +4.2% | +5.4% | +1.8% |
| 1Y | -11.7% | +9.3% | -21.0% | -21.4% |
| All | -11.7% | +9.4% | -21.1% | -21.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling