+180.6%
MPC vs IWD
+70.7%
+110.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.9% |
| 7D | +5.4% | -0.3% | +5.7% | +5.7% |
| 30D | +31.0% | +0.6% | +30.4% | +30.2% |
| 3M | +46.0% | +7.2% | +38.8% | +36.1% |
| 6M | +77.3% | +16.2% | +61.1% | +51.4% |
| YTD | +141.9% | +23.3% | +118.6% | +92.8% |
| 1Y | +120.9% | +29.6% | +91.3% | +66.0% |
| All | +180.6% | +70.7% | +110.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling