+264.6%
MP vs IVZ
+235.6%
+29.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.6% | -3.6% | -1.4% |
| 7D | -3.6% | +2.2% | -5.8% | -5.3% |
| 30D | -21.0% | -2.2% | -18.8% | -20.1% |
| 3M | -33.3% | -8.4% | -24.9% | -29.6% |
| 6M | -45.9% | +6.2% | -52.1% | -48.5% |
| YTD | -27.8% | +12.4% | -40.2% | -34.9% |
| 1Y | -43.2% | +26.0% | -69.2% | -52.7% |
| 3Y | +144.0% | +147.9% | -3.8% | +20.4% |
| 5Y | -6.1% | +38.8% | -44.9% | -32.9% |
| All | +264.6% | +235.6% | +29.0% | +115.3% |
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 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