+74.8%
IVV vs MPC
+163.4%
-88.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -4.0% |
| 7D | -4.8% | -12.8% | +8.0% | -3.3% |
| 30D | -5.9% | -12.7% | +6.8% | -4.6% |
| 3M | -4.5% | +27.1% | -31.6% | -8.2% |
| 6M | +1.8% | +45.8% | -44.0% | -4.2% |
| YTD | +8.4% | +134.7% | -126.3% | -7.6% |
| 1Y | +9.4% | +106.0% | -96.6% | -4.2% |
| All | +74.8% | +163.4% | -88.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 3y: compounded portfolio wealth divided by compounded MPC 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…
3y analysis · Full analysis span regression · 6 months rolling