+274.5%
MP vs IVZ
+231.0%
+43.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.3% |
| 7D | +11.0% | +5.1% | +5.9% | +7.4% |
| 30D | -11.7% | -1.6% | -10.2% | -11.0% |
| 3M | -30.8% | -9.1% | -21.7% | -26.5% |
| 6M | -42.9% | +1.8% | -44.7% | -44.0% |
| YTD | -25.9% | +10.8% | -36.7% | -32.5% |
| 1Y | -37.3% | +19.1% | -56.4% | -45.6% |
| 3Y | +150.7% | +144.4% | +6.2% | +24.9% |
| 5Y | -19.3% | +33.6% | -52.8% | -41.1% |
| All | +274.5% | +231.0% | +43.5% | +123.4% |
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