+148.6%
IVZ vs MLM
+27.5%
+121.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.8% |
| 7D | +2.6% | +9.1% | -6.5% | -2.6% |
| 30D | -3.5% | +14.6% | -18.1% | -11.1% |
| 3M | -7.4% | +0.3% | -7.7% | -7.8% |
| 6M | +14.7% | -7.5% | +22.2% | +18.7% |
| YTD | +14.6% | -10.2% | +24.8% | +20.3% |
| 1Y | +30.7% | -10.5% | +41.2% | +37.3% |
| All | +148.6% | +27.5% | +121.1% | +81.8% |
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