-10.8%
MDLN vs IVZ
+27.2%
-38.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +3.7% | +0.6% | +3.1% | +3.7% |
| 30D | -0.2% | +4.0% | -4.2% | -0.5% |
| 3M | +6.2% | +18.2% | -12.0% | +5.1% |
| 6M | -14.7% | +32.8% | -47.5% | -17.4% |
| YTD | -12.9% | +28.7% | -41.6% | -14.4% |
| All | -10.8% | +27.2% | -38.0% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling