-20.7%
MDLN vs IVZ
+24.2%
-44.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -11.1% | -2.4% | -8.7% | -10.9% |
| 30D | -8.4% | +3.0% | -11.4% | -8.5% |
| 3M | -12.4% | +14.9% | -27.3% | -13.0% |
| 6M | -23.3% | +36.7% | -60.0% | -25.0% |
| YTD | -22.5% | +25.7% | -48.2% | -23.7% |
| All | -20.7% | +24.2% | -44.8% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling