+3,101.0%
MPC vs IVZ
+165.6%
+2,935.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +5.4% | +0.6% | +4.8% | +5.0% |
| 30D | +31.0% | +4.0% | +27.0% | +28.2% |
| 3M | +46.0% | +18.2% | +27.8% | +32.5% |
| 6M | +77.3% | +32.8% | +44.5% | +49.1% |
| YTD | +141.9% | +28.7% | +113.2% | +105.1% |
| 1Y | +120.9% | +55.4% | +65.5% | +68.3% |
| 3Y | +182.7% | +135.2% | +47.5% | +61.8% |
| 5Y | +646.4% | +64.2% | +582.2% | +390.8% |
| 10Y | +1,138.7% | +64.6% | +1,074.1% | +618.1% |
| All | +3,101.0% | +165.6% | +2,935.4% | +1,183.2% |
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