+1,171.8%
MPC vs IWD
+203.0%
+968.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | +11.2% | +2.3% | +9.0% | +7.8% |
| 30D | -14.5% | +3.6% | -18.1% | -19.1% |
| 3M | +16.7% | +2.2% | +14.5% | +12.4% |
| 6M | +67.6% | +13.0% | +54.6% | +38.8% |
| YTD | +157.9% | +26.5% | +131.4% | +79.4% |
| 1Y | +116.7% | +30.1% | +86.5% | +44.3% |
| 3Y | +199.8% | +84.9% | +114.9% | +17.7% |
| 5Y | +604.4% | +73.4% | +531.1% | +200.9% |
| All | +1,171.8% | +203.0% | +968.7% | +127.9% |
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