+1,017.5%
MDB vs IVZ
+32.9%
+984.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | -4.5% | +1.2% | -5.7% | -5.0% |
| 30D | -14.0% | +1.8% | -15.8% | -14.5% |
| 3M | +5.3% | +15.7% | -10.4% | -0.9% |
| 6M | +31.9% | +36.3% | -4.5% | +15.6% |
| YTD | -14.6% | +24.9% | -39.5% | -22.3% |
| 1Y | +8.2% | +48.9% | -40.7% | -8.5% |
| 3Y | -5.0% | +136.8% | -141.8% | -33.9% |
| 5Y | -24.5% | +60.0% | -84.5% | -41.3% |
| All | +1,017.5% | +32.9% | +984.6% | +732.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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