+2,683.6%
MUU vs IVV
+35.3%
+2,648.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +7.5% |
| 7D | +15.0% | -0.4% | +15.4% | +16.5% |
| 30D | +36.8% | -1.4% | +38.2% | +46.3% |
| 3M | -8.5% | +3.7% | -12.2% | -17.1% |
| 6M | +320.7% | +13.0% | +307.7% | +181.8% |
| YTD | +599.7% | +12.4% | +587.2% | +395.4% |
| 1Y | +2,569.2% | +18.6% | +2,550.6% | +1,525.0% |
| All | +2,683.6% | +35.3% | +2,648.3% | +1,199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling