+49.0%
IVZ vs MLM
+185.4%
-136.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.2% |
| 7D | -2.4% | -4.1% | +1.7% | +0.3% |
| 30D | -11.2% | +8.2% | -19.4% | -15.6% |
| 3M | -14.0% | -3.6% | -10.4% | -12.3% |
| 6M | +0.5% | -15.6% | +16.0% | +10.1% |
| YTD | +5.4% | -16.4% | +21.9% | +16.0% |
| 1Y | +19.5% | -14.3% | +33.8% | +29.3% |
| 3Y | +128.7% | +19.3% | +109.4% | +97.5% |
| 5Y | +28.8% | +29.6% | -0.8% | +3.8% |
| All | +49.0% | +185.4% | -136.4% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling