+181.3%
MCD vs DVA
+186.3%
-5.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -2.9% | +2.0% | -4.9% | -3.1% |
| 30D | -6.7% | -0.4% | -6.4% | -6.7% |
| 3M | -9.6% | -7.7% | -1.9% | -9.1% |
| 6M | -22.3% | +20.0% | -42.3% | -24.7% |
| YTD | -15.4% | +61.1% | -76.5% | -21.5% |
| 1Y | -16.8% | +33.9% | -50.7% | -20.9% |
| 3Y | -2.4% | +91.5% | -93.9% | -12.8% |
| 5Y | +19.4% | +41.8% | -22.4% | +10.1% |
| 10Y | +181.3% | +187.5% | -6.2% | +128.9% |
| All | +181.3% | +186.3% | -5.0% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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