+20.4%
MCD vs DVA
+38.1%
-17.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.2% |
| 7D | -2.0% | +2.2% | -4.3% | -2.2% |
| 30D | -6.1% | -2.0% | -4.1% | -6.0% |
| 3M | -7.3% | -6.3% | -1.0% | -7.1% |
| 6M | -20.9% | +19.4% | -40.4% | -22.5% |
| YTD | -14.7% | +58.5% | -73.1% | -18.6% |
| 1Y | -16.1% | +33.9% | -50.0% | -18.8% |
| 3Y | -1.5% | +88.4% | -90.0% | -7.3% |
| 5Y | +20.4% | +39.5% | -19.1% | +17.4% |
| All | +20.4% | +38.1% | -17.6% | +17.4% |
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