+101.7%
MPC vs IWD
+29.9%
+71.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | +1.6% | -10.4% | -8.5% |
| 30D | -14.4% | +3.6% | -18.0% | -14.0% |
| 3M | +21.9% | +2.0% | +19.9% | +22.4% |
| 6M | +60.1% | +13.1% | +47.1% | +59.9% |
| YTD | +142.3% | +26.2% | +116.1% | +131.1% |
| 1Y | +101.7% | +29.6% | +72.1% | +88.8% |
| All | +101.7% | +29.9% | +71.8% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling