+642.2%
MPC vs IWF
+73.7%
+568.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | +31.0% | -0.4% | +31.4% | +31.1% |
| 3M | +46.0% | -2.6% | +48.6% | +47.1% |
| 6M | +77.3% | +9.1% | +68.2% | +69.4% |
| YTD | +141.9% | +4.5% | +137.4% | +135.5% |
| 1Y | +120.9% | +10.1% | +110.8% | +109.5% |
| 3Y | +182.7% | +77.6% | +105.0% | +112.9% |
| All | +642.2% | +73.7% | +568.5% | +452.2% |
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 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