+55.4%
IVZ vs MLM
-15.9%
+71.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +0.6% | -2.9% | +3.5% | +1.9% |
| 30D | +4.0% | -6.8% | +10.8% | +7.3% |
| 3M | +18.2% | -11.2% | +29.4% | +23.4% |
| 6M | +32.8% | -21.8% | +54.7% | +48.6% |
| YTD | +28.7% | -17.0% | +45.7% | +38.5% |
| 1Y | +55.4% | -16.4% | +71.7% | +65.1% |
| All | +55.4% | -15.9% | +71.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling