+3,005.7%
MPC vs IWD
+444.6%
+2,561.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -0.3% |
| 7D | -12.8% | -0.9% | -11.8% | -12.0% |
| 30D | -12.7% | +2.6% | -15.4% | -16.3% |
| 3M | +27.1% | +1.2% | +25.8% | +23.9% |
| 6M | +45.8% | +12.1% | +33.7% | +22.1% |
| YTD | +134.7% | +24.1% | +110.6% | +68.4% |
| 1Y | +106.0% | +28.5% | +77.5% | +40.4% |
| 3Y | +165.5% | +79.5% | +86.0% | +11.1% |
| 5Y | +540.9% | +70.3% | +470.6% | +186.0% |
| 10Y | +1,133.6% | +212.5% | +921.1% | +157.3% |
| All | +3,005.7% | +444.6% | +2,561.1% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling