+67.8%
IVV vs MPC
+551.6%
-483.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -3.8% |
| 7D | -4.8% | -12.8% | +8.0% | -2.7% |
| 30D | -5.9% | -12.7% | +6.8% | -4.0% |
| 3M | -4.5% | +27.1% | -31.6% | -9.3% |
| 6M | +1.8% | +45.8% | -44.0% | -6.1% |
| YTD | +8.4% | +134.7% | -126.3% | -10.5% |
| 1Y | +9.4% | +106.0% | -96.6% | -7.0% |
| 3Y | +75.3% | +165.5% | -90.2% | +36.2% |
| 5Y | +67.8% | +540.9% | -473.1% | +0.8% |
| All | +67.8% | +551.6% | -483.8% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling