+167.0%
MPC vs IWD
+79.4%
+87.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -1.6% |
| 7D | -12.8% | -0.9% | -11.8% | -12.2% |
| 30D | -12.7% | +2.6% | -15.4% | -15.1% |
| 3M | +27.1% | +1.2% | +25.8% | +25.1% |
| 6M | +45.8% | +12.1% | +33.7% | +28.9% |
| YTD | +134.7% | +24.1% | +110.6% | +84.1% |
| 1Y | +106.0% | +28.5% | +77.5% | +54.8% |
| All | +167.0% | +79.4% | +87.6% | +28.6% |
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