+808.8%
MU vs IVV
+74.9%
+733.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.4% | -13.0% | -6.5% |
| 7D | -29.7% | -4.8% | -25.0% | -19.9% |
| 30D | -37.2% | -5.9% | -31.3% | -25.9% |
| 3M | -26.5% | -4.5% | -22.0% | -16.3% |
| 6M | +2.6% | +1.8% | +0.7% | +3.4% |
| YTD | +130.1% | +8.4% | +121.8% | +104.1% |
| 1Y | +176.7% | +9.4% | +167.3% | +142.7% |
| All | +808.8% | +74.9% | +733.9% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 3y: compounded portfolio wealth divided by compounded IVV 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…
3y analysis · Full analysis span regression · 6 months rolling