+2,968.0%
MPC vs IVZ
+117.5%
+2,850.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | -2.4% | -13.7% | -15.5% |
| 30D | -15.7% | -11.2% | -4.5% | -11.2% |
| 3M | +24.9% | -14.0% | +38.9% | +33.1% |
| 6M | +52.7% | +0.5% | +52.2% | +48.2% |
| YTD | +131.9% | +5.4% | +126.4% | +115.2% |
| 1Y | +96.6% | +19.5% | +77.2% | +70.1% |
| 3Y | +163.8% | +128.7% | +35.1% | +51.0% |
| 5Y | +533.1% | +28.8% | +504.4% | +371.0% |
| 10Y | +1,118.6% | +52.3% | +1,066.3% | +618.3% |
| All | +2,968.0% | +117.5% | +2,850.5% | +1,246.5% |
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 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