+774.4%
IVV vs MLM
+1,371.1%
-596.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.8% |
| 7D | -0.7% | +9.1% | -9.8% | -3.7% |
| 30D | -1.0% | +14.6% | -15.7% | -5.7% |
| 3M | -0.3% | +0.3% | -0.6% | -0.7% |
| 6M | +7.4% | -7.5% | +14.8% | +9.2% |
| YTD | +13.4% | -10.2% | +23.6% | +16.0% |
| 1Y | +14.8% | -10.5% | +25.3% | +17.5% |
| 3Y | +83.3% | +27.8% | +55.5% | +64.2% |
| 5Y | +76.1% | +38.9% | +37.2% | +51.4% |
| 10Y | +333.3% | +211.4% | +121.8% | +164.8% |
| All | +774.4% | +1,371.1% | -596.7% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling