+3,101.0%
MPC vs IWD
+441.1%
+2,659.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.3% |
| 7D | +5.4% | -0.3% | +5.7% | +5.8% |
| 30D | +31.0% | +0.6% | +30.4% | +29.8% |
| 3M | +46.0% | +7.2% | +38.8% | +31.5% |
| 6M | +77.3% | +16.2% | +61.1% | +40.8% |
| YTD | +141.9% | +23.3% | +118.6% | +76.4% |
| 1Y | +120.9% | +29.6% | +91.3% | +49.7% |
| 3Y | +182.7% | +70.5% | +112.2% | +28.2% |
| 5Y | +646.4% | +73.5% | +573.0% | +226.0% |
| 10Y | +1,138.7% | +198.3% | +940.4% | +178.1% |
| All | +3,101.0% | +441.1% | +2,659.9% | +230.9% |
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