+920.8%
MDB vs IVZ
+19.8%
+901.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.1% | +1.9% |
| 7D | -0.9% | +4.1% | -5.0% | -2.5% |
| 30D | -15.2% | -2.0% | -13.1% | -14.3% |
| 3M | -17.9% | -7.8% | -10.1% | -15.0% |
| 6M | +9.3% | +6.3% | +3.0% | +6.3% |
| YTD | -22.0% | +12.6% | -34.5% | -25.9% |
| 1Y | -9.3% | +27.6% | -37.0% | -18.3% |
| 3Y | -10.4% | +154.0% | -164.4% | -38.8% |
| 5Y | -43.2% | +37.3% | -80.5% | -53.4% |
| All | +920.8% | +19.8% | +901.0% | +694.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling