+157.8%
IVV vs MP
+240.8%
-83.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.6% | -3.9% |
| 7D | -4.8% | -19.0% | +14.2% | -3.1% |
| 30D | -5.9% | -30.5% | +24.6% | -3.1% |
| 3M | -4.5% | -29.6% | +25.0% | -2.0% |
| 6M | +1.8% | -50.4% | +52.3% | +7.2% |
| YTD | +8.4% | -33.2% | +41.6% | +10.4% |
| 1Y | +9.4% | -38.6% | +48.0% | +11.9% |
| 3Y | +75.3% | +105.5% | -30.2% | +49.9% |
| 5Y | +67.8% | -7.8% | +75.6% | +53.6% |
| All | +157.8% | +240.8% | -83.0% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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