+642.2%
MPC vs IWD
+73.6%
+568.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.0% |
| 7D | +5.4% | -0.3% | +5.7% | +5.7% |
| 30D | +31.0% | +0.6% | +30.4% | +30.1% |
| 3M | +46.0% | +7.2% | +38.8% | +35.4% |
| 6M | +77.3% | +16.2% | +61.1% | +50.0% |
| YTD | +141.9% | +23.3% | +118.6% | +91.5% |
| 1Y | +120.9% | +29.6% | +91.3% | +65.3% |
| 3Y | +182.7% | +70.5% | +112.2% | +57.8% |
| All | +642.2% | +73.6% | +568.6% | +301.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling