+73.5%
IVV vs MDB
-41.6%
+115.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | -3.7% | -14.0% | +10.3% | -2.1% |
| 3M | -2.7% | -20.3% | +17.6% | -0.9% |
| 6M | +2.2% | +10.9% | -8.6% | -0.9% |
| YTD | +10.9% | -20.9% | +31.8% | +11.0% |
| 1Y | +11.3% | -11.2% | +22.5% | +9.4% |
| 3Y | +76.9% | -11.9% | +88.8% | +65.5% |
| 5Y | +73.5% | -40.2% | +113.7% | +57.9% |
| All | +73.5% | -41.6% | +115.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling