+1,106.2%
MPC vs IVZ
+55.7%
+1,050.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | +1.5% |
| 7D | -9.4% | +4.1% | -13.5% | -11.4% |
| 30D | -14.3% | -2.0% | -12.3% | -14.1% |
| 3M | +31.1% | -7.8% | +38.9% | +34.8% |
| 6M | +60.3% | +6.3% | +54.0% | +51.9% |
| YTD | +142.5% | +12.6% | +130.0% | +119.6% |
| 1Y | +104.6% | +27.6% | +76.9% | +73.2% |
| 3Y | +191.7% | +154.0% | +37.7% | +63.3% |
| 5Y | +549.2% | +37.3% | +511.9% | +381.3% |
| 10Y | +1,106.2% | +50.5% | +1,055.7% | +581.2% |
| All | +1,106.2% | +55.7% | +1,050.6% | +581.2% |
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 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