+1,174.7%
MPC vs IWF
+412.6%
+762.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +3.2% | +0.5% | +2.7% | +2.8% |
| 30D | +25.0% | -1.4% | +26.4% | +26.2% |
| 3M | +55.2% | +0.4% | +54.7% | +53.3% |
| 6M | +86.4% | +8.5% | +77.9% | +71.7% |
| YTD | +148.5% | +3.7% | +144.8% | +136.6% |
| 1Y | +121.7% | +8.5% | +113.2% | +102.8% |
| 3Y | +172.9% | +78.5% | +94.3% | +58.5% |
| 5Y | +679.9% | +73.6% | +606.3% | +348.5% |
| 10Y | +1,174.7% | +421.3% | +753.4% | +83.9% |
| All | +1,174.7% | +412.6% | +762.1% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling