+4,391.0%
DVA vs MDY
+2,300.6%
+2,090.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | +2.0% | -0.8% | +2.8% | +2.5% |
| 30D | -0.4% | -3.9% | +3.5% | +2.0% |
| 3M | -7.7% | 0.0% | -7.6% | -7.7% |
| 6M | +20.0% | +8.5% | +11.4% | +13.9% |
| YTD | +61.1% | +13.2% | +47.9% | +48.7% |
| 1Y | +33.9% | +15.0% | +18.8% | +22.3% |
| 3Y | +91.5% | +49.6% | +42.0% | +47.3% |
| 5Y | +41.8% | +46.0% | -4.2% | +9.4% |
| 10Y | +187.5% | +176.4% | +11.2% | +48.0% |
| All | +4,391.0% | +2,300.6% | +2,090.4% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling