+1,079.5%
MPC vs IWD
+207.5%
+872.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.7% |
| 7D | -16.2% | -0.5% | -15.7% | -16.0% |
| 30D | -15.7% | +2.7% | -18.4% | -19.3% |
| 3M | +24.9% | +0.9% | +24.0% | +22.4% |
| 6M | +52.7% | +10.5% | +42.1% | +30.3% |
| YTD | +131.9% | +23.7% | +108.2% | +66.3% |
| 1Y | +96.6% | +28.7% | +67.9% | +32.8% |
| 3Y | +163.8% | +79.7% | +84.1% | +7.8% |
| 5Y | +533.1% | +69.7% | +463.4% | +178.5% |
| All | +1,079.5% | +207.5% | +872.0% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling