+1,106.2%
MPC vs IWF
+391.9%
+714.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +2.5% |
| 7D | -9.4% | -1.0% | -8.4% | -8.8% |
| 30D | -14.3% | -10.1% | -4.2% | -7.7% |
| 3M | +31.1% | -7.6% | +38.7% | +37.9% |
| 6M | +60.3% | -6.7% | +67.0% | +66.0% |
| YTD | +142.5% | -2.5% | +145.1% | +140.3% |
| 1Y | +104.6% | -2.1% | +106.6% | +101.5% |
| 3Y | +191.7% | +68.6% | +123.1% | +76.8% |
| 5Y | +549.2% | +55.8% | +493.4% | +311.9% |
| 10Y | +1,106.2% | +383.3% | +723.0% | +110.2% |
| All | +1,106.2% | +391.9% | +714.3% | +110.2% |
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