-10.9%
MP vs IVZ
+36.0%
-46.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.8% |
| 7D | +9.5% | +7.6% | +1.9% | +4.0% |
| 30D | -3.0% | +4.3% | -7.3% | -6.1% |
| 3M | -30.4% | -9.3% | -21.0% | -25.6% |
| 6M | -39.2% | +5.2% | -44.4% | -41.9% |
| YTD | -23.3% | +13.4% | -36.7% | -31.9% |
| 1Y | -32.6% | +25.4% | -58.0% | -44.6% |
| 3Y | +159.3% | +152.5% | +6.8% | +12.7% |
| All | -10.9% | +36.0% | -46.8% | -33.5% |
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 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