+213.3%
MCD vs DVA
+197.6%
+15.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.7% |
| 7D | +7.3% | -1.6% | +8.9% | +7.5% |
| 30D | +20.0% | 0.0% | +19.9% | +19.9% |
| 3M | +3.8% | -2.4% | +6.2% | +4.0% |
| 6M | +3.8% | -9.8% | +13.5% | +4.4% |
| YTD | -5.9% | +57.8% | -63.7% | -12.5% |
| 1Y | -3.2% | +49.2% | -52.4% | -9.4% |
| 3Y | +13.3% | +116.0% | -102.7% | -0.1% |
| 5Y | +25.2% | +68.5% | -43.3% | +11.9% |
| 10Y | +213.3% | +198.9% | +14.4% | +151.3% |
| All | +213.3% | +197.6% | +15.8% | +151.3% |
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