+140.3%
IVZ vs MLM
+15.1%
+125.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.4% |
| 7D | +0.6% | -2.9% | +3.5% | +2.3% |
| 30D | +4.0% | -6.8% | +10.8% | +8.1% |
| 3M | +18.2% | -11.2% | +29.4% | +25.1% |
| 6M | +32.8% | -21.8% | +54.7% | +52.4% |
| YTD | +28.7% | -17.0% | +45.7% | +41.4% |
| 1Y | +55.4% | -16.4% | +71.7% | +69.3% |
| All | +140.3% | +15.1% | +125.2% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling