+145.7%
MP vs IWF
+68.4%
+77.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -1.8% |
| 7D | +2.3% | -1.1% | +3.4% | +3.6% |
| 30D | -15.3% | -8.3% | -7.0% | -6.5% |
| 3M | -33.5% | -5.6% | -27.9% | -28.8% |
| 6M | -45.5% | -5.4% | -40.1% | -41.2% |
| YTD | -27.3% | -1.2% | -26.1% | -24.9% |
| 1Y | -40.7% | -2.7% | -38.1% | -37.7% |
| All | +145.7% | +68.4% | +77.3% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling