+2,396.1%
MUU vs IVZ
+98.3%
+2,297.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.7% |
| 7D | -8.2% | -2.4% | -5.8% | -5.1% |
| 30D | +10.2% | +3.0% | +7.1% | +5.1% |
| 3M | -26.5% | +14.9% | -41.4% | -38.5% |
| 6M | +227.2% | +36.7% | +190.5% | +119.2% |
| YTD | +527.4% | +25.7% | +501.7% | +357.9% |
| 1Y | +1,843.7% | +47.7% | +1,796.0% | +1,039.4% |
| All | +2,396.1% | +98.3% | +2,297.8% | +728.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling