+1,348.1%
MUU vs IVV
+34.8%
+1,313.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -1.8% |
| 7D | +43.7% | +3.3% | +40.3% | +23.7% |
| 30D | -37.2% | -2.7% | -34.6% | -21.0% |
| 3M | -36.1% | -1.7% | -34.4% | -23.3% |
| 6M | -35.7% | +3.2% | -38.9% | -31.0% |
| YTD | +264.0% | +12.0% | +252.0% | +190.3% |
| 1Y | +359.1% | +12.1% | +347.0% | +280.4% |
| All | +1,348.1% | +34.8% | +1,313.3% | +661.3% |
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 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