+2,554.0%
MCD vs DVA
+5,406.5%
-2,852.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.9% |
| 3M | +0.8% | +5.9% | -5.1% | +0.2% |
| 6M | -1.3% | -1.3% | 0.0% | -1.5% |
| YTD | -7.8% | +68.4% | -76.2% | -12.6% |
| 1Y | -5.0% | +57.5% | -62.4% | -9.4% |
| 3Y | +10.5% | +142.3% | -131.8% | +0.9% |
| 5Y | +22.0% | +75.0% | -53.0% | +12.9% |
| 10Y | +216.7% | +226.4% | -9.7% | +174.4% |
| All | +2,554.0% | +5,406.5% | -2,852.5% | +1,864.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling