+78.4%
IVV vs MPC
+181.4%
-103.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +5.4% | -5.3% | -0.6% |
| 30D | +0.1% | +31.0% | -30.9% | -3.6% |
| 3M | +2.0% | +46.0% | -44.0% | -3.4% |
| 6M | +13.0% | +77.3% | -64.3% | +3.1% |
| YTD | +13.6% | +141.9% | -128.3% | -2.8% |
| 1Y | +20.1% | +120.9% | -100.8% | +4.4% |
| All | +78.4% | +181.4% | -103.0% | +43.0% |
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