+13.9%
IVV vs MDLN
-7.5%
+21.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | -2.0% | -11.5% | +9.5% | -1.4% |
| 30D | -1.6% | -7.6% | +5.9% | -1.3% |
| 3M | +4.8% | -11.4% | +16.1% | +5.3% |
| 6M | +12.6% | -24.5% | +37.0% | +14.1% |
| YTD | +11.8% | -22.9% | +34.7% | +13.4% |
| All | +13.9% | -7.5% | +21.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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