+534.5%
MPC vs IWD
+68.9%
+465.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | -16.2% | -0.5% | -15.7% | -16.0% |
| 30D | -15.7% | +2.7% | -18.4% | -18.2% |
| 3M | +24.9% | +0.9% | +24.0% | +23.2% |
| 6M | +52.7% | +10.5% | +42.1% | +36.6% |
| YTD | +131.9% | +23.7% | +108.2% | +82.7% |
| 1Y | +96.6% | +28.7% | +67.9% | +48.1% |
| 3Y | +163.8% | +79.7% | +84.1% | +39.8% |
| All | +534.5% | +68.9% | +465.6% | +260.2% |
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 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