+68.2%
IVV vs MDB
-44.1%
+112.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | 0.0% |
| 7D | -2.7% | -11.4% | +8.7% | -1.3% |
| 30D | -5.4% | -13.8% | +8.5% | -3.9% |
| 3M | -4.1% | -15.5% | +11.4% | -3.1% |
| 6M | +0.7% | +17.9% | -17.2% | -3.2% |
| YTD | +8.7% | -25.5% | +34.2% | +9.7% |
| 1Y | +11.0% | -12.1% | +23.1% | +9.1% |
| 3Y | +75.4% | -5.9% | +81.3% | +62.1% |
| All | +68.2% | -44.1% | +112.2% | +54.8% |
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