+315.1%
IVV vs MLM
+199.9%
+115.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.8% |
| 7D | +0.1% | -2.9% | +3.0% | +1.1% |
| 30D | +0.1% | -6.8% | +6.9% | +2.4% |
| 3M | +2.0% | -11.2% | +13.2% | +5.6% |
| 6M | +13.0% | -21.8% | +34.9% | +22.0% |
| YTD | +13.6% | -17.0% | +30.6% | +19.5% |
| 1Y | +20.1% | -16.4% | +36.4% | +25.8% |
| 3Y | +77.6% | +14.5% | +63.1% | +64.5% |
| 5Y | +82.5% | +41.7% | +40.7% | +54.8% |
| All | +315.1% | +199.9% | +115.2% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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