+28.8%
IVZ vs MLM
+30.6%
-1.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.2% | -2.9% | -4.5% |
| 7D | -6.7% | -1.2% | -5.5% | -5.8% |
| 30D | -10.9% | +7.9% | -18.8% | -15.4% |
| 3M | -14.8% | -4.5% | -10.4% | -12.5% |
| 6M | +2.4% | -12.6% | +15.0% | +10.5% |
| YTD | +5.4% | -14.9% | +20.3% | +15.2% |
| 1Y | +19.6% | -13.1% | +32.6% | +28.6% |
| 3Y | +122.4% | +21.2% | +101.2% | +81.9% |
| 5Y | +28.8% | +32.0% | -3.2% | -5.3% |
| All | +28.8% | +30.6% | -1.9% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling