-19.3%
MP vs IWF
+58.9%
-78.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.4% |
| 7D | +11.0% | +5.3% | +5.7% | +4.2% |
| 30D | -11.7% | -8.6% | -3.1% | -1.1% |
| 3M | -30.8% | -6.5% | -24.3% | -24.3% |
| 6M | -42.9% | -5.6% | -37.3% | -37.7% |
| YTD | -25.9% | -1.5% | -24.3% | -22.8% |
| 1Y | -37.3% | -2.8% | -34.5% | -33.3% |
| 3Y | +150.7% | +67.1% | +83.5% | +29.2% |
| 5Y | -19.3% | +57.6% | -76.9% | -49.5% |
| All | -19.3% | +58.9% | -78.2% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling