-4.5%
IVV vs MDB
-20.1%
+15.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.2% | +2.8% | -3.8% |
| 7D | -4.8% | -20.9% | +16.1% | -3.2% |
| 30D | -5.9% | -15.6% | +9.6% | -4.7% |
| 3M | -4.5% | -19.1% | +14.5% | -3.3% |
| All | -4.5% | -20.1% | +15.5% | -3.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling