+1,272.2%
MUU vs IVV
+34.2%
+1,238.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -3.1% |
| 7D | +24.7% | +2.6% | +22.1% | +11.5% |
| 30D | -35.1% | -2.0% | -33.1% | -21.2% |
| 3M | -44.3% | -2.8% | -41.5% | -29.4% |
| 6M | -44.4% | +2.2% | -46.6% | -37.5% |
| YTD | +244.9% | +11.5% | +233.4% | +181.2% |
| 1Y | +365.6% | +13.5% | +352.1% | +266.5% |
| All | +1,272.2% | +34.2% | +1,238.0% | +637.5% |
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