+170.3%
IVV vs MP
+450.8%
-280.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | +0.1% | +13.8% | -13.7% | -1.2% |
| 3M | +2.0% | -16.7% | +18.7% | +3.1% |
| 6M | +13.0% | -11.5% | +24.5% | +13.1% |
| YTD | +13.6% | +7.9% | +5.7% | +11.3% |
| 1Y | +20.1% | -15.0% | +35.1% | +18.8% |
| 3Y | +77.6% | +153.5% | -75.9% | +50.3% |
| 5Y | +82.5% | +58.7% | +23.8% | +60.0% |
| All | +170.3% | +450.8% | -280.5% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling