+254.1%
MP vs IVZ
+214.8%
+39.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -10.5% | -2.4% | -8.1% | -9.3% |
| 30D | -23.5% | -11.2% | -12.3% | -17.5% |
| 3M | -25.4% | -14.0% | -11.5% | -18.0% |
| 6M | -51.3% | +0.5% | -51.7% | -51.9% |
| YTD | -29.9% | +5.4% | -35.3% | -34.0% |
| 1Y | -31.8% | +19.5% | -51.3% | -41.1% |
| 3Y | +127.0% | +128.7% | -1.7% | +18.1% |
| 5Y | -3.3% | +28.8% | -32.0% | -27.4% |
| All | +254.1% | +214.8% | +39.3% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling