+88.6%
DVA vs MDY
+48.5%
+40.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -1.3% | -1.9% | +0.5% | -0.4% |
| 30D | 0.0% | -4.6% | +4.7% | +2.4% |
| 3M | -10.9% | -1.2% | -9.7% | -10.4% |
| 6M | +17.3% | +9.2% | +8.1% | +12.1% |
| YTD | +59.8% | +13.1% | +46.7% | +49.4% |
| 1Y | +36.3% | +13.0% | +23.3% | +27.2% |
| 3Y | +88.6% | +49.2% | +39.4% | +45.6% |
| All | +88.6% | +48.5% | +40.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling