+1,788.2%
MPWR vs IWF
+383.8%
+1,404.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -2.1% |
| 7D | +16.8% | +2.8% | +14.0% | +12.5% |
| 30D | +11.9% | -7.5% | +19.4% | +28.9% |
| 3M | +2.2% | -8.5% | +10.7% | +20.6% |
| 6M | -15.5% | -7.4% | -8.1% | -1.6% |
| YTD | +54.2% | -2.6% | +56.8% | +65.7% |
| 1Y | +51.5% | -1.8% | +53.3% | +60.9% |
| 3Y | +180.2% | +65.5% | +114.8% | +39.2% |
| 5Y | +156.8% | +55.8% | +100.9% | +49.3% |
| All | +1,788.2% | +383.8% | +1,404.5% | +76.0% |
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 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