+534.5%
MPC vs IWF
+50.6%
+483.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | -16.2% | -5.0% | -11.2% | -14.6% |
| 30D | -15.7% | -13.2% | -2.5% | -11.3% |
| 3M | +24.9% | -9.4% | +34.3% | +29.2% |
| 6M | +52.7% | -8.6% | +61.2% | +56.7% |
| YTD | +131.9% | -5.3% | +137.2% | +133.6% |
| 1Y | +96.6% | -5.0% | +101.6% | +97.7% |
| 3Y | +163.8% | +64.6% | +99.1% | +104.3% |
| All | +534.5% | +50.6% | +483.9% | +400.0% |
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