+35.7%
DVA vs MDY
+17.9%
+17.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -2.5% | -1.5% | -1.0% | -1.9% |
| 3M | -4.3% | +0.8% | -5.0% | -4.6% |
| 6M | +18.9% | +7.4% | +11.4% | +15.7% |
| YTD | +61.9% | +15.2% | +46.8% | +51.4% |
| 1Y | +35.7% | +16.5% | +19.2% | +24.4% |
| All | +35.7% | +17.9% | +17.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling