+240.2%
IVV vs MDB
+912.7%
-672.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +2.6% | +6.8% | -4.3% | +1.7% |
| 30D | -2.0% | -6.2% | +4.2% | -1.4% |
| 3M | -2.8% | -29.2% | +26.5% | +0.7% |
| 6M | +2.2% | +10.3% | -8.1% | -1.0% |
| YTD | +11.5% | -20.4% | +31.9% | +11.5% |
| 1Y | +13.5% | -4.8% | +18.3% | +10.3% |
| 3Y | +78.1% | -11.6% | +89.7% | +66.4% |
| 5Y | +73.1% | -41.0% | +114.2% | +58.9% |
| All | +240.2% | +912.7% | -672.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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