+601.0%
MPC vs IWF
+55.4%
+545.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.9% |
| 7D | +11.2% | +2.8% | +8.4% | +10.1% |
| 30D | -14.5% | -7.5% | -6.9% | -12.0% |
| 3M | +16.7% | -8.5% | +25.2% | +20.3% |
| 6M | +67.6% | -7.4% | +75.0% | +71.3% |
| YTD | +157.9% | -2.6% | +160.6% | +157.2% |
| 1Y | +116.7% | -1.8% | +118.5% | +115.1% |
| 3Y | +199.8% | +65.5% | +134.3% | +132.1% |
| All | +601.0% | +55.4% | +545.6% | +443.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling