+23.0%
MCD vs DVA
+75.9%
-52.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.4% |
| 7D | +7.1% | +2.1% | +5.1% | +7.0% |
| 30D | +19.8% | +8.2% | +11.5% | +19.0% |
| 3M | +0.8% | +5.9% | -5.1% | +0.3% |
| 6M | -1.3% | -1.3% | 0.0% | -1.6% |
| YTD | -7.8% | +68.4% | -76.2% | -12.4% |
| 1Y | -5.0% | +57.5% | -62.4% | -9.3% |
| 3Y | +10.5% | +142.3% | -131.8% | +2.6% |
| All | +23.0% | +75.9% | -52.9% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling