+277.5%
MP vs IVZ
+236.1%
+41.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.8% | -0.1% | +2.2% |
| 7D | -1.6% | +4.1% | -5.7% | -4.4% |
| 30D | -18.2% | -2.0% | -16.2% | -17.2% |
| 3M | -26.1% | -7.8% | -18.3% | -22.3% |
| 6M | -44.0% | +6.3% | -50.3% | -46.7% |
| YTD | -25.3% | +12.6% | -37.8% | -32.6% |
| 1Y | -35.6% | +27.6% | -63.2% | -46.7% |
| 3Y | +147.1% | +154.0% | -7.0% | +19.8% |
| 5Y | -11.3% | +37.3% | -48.6% | -36.2% |
| All | +277.5% | +236.1% | +41.4% | +123.0% |
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 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