+2,537.5%
MCD vs DVA
+5,180.6%
-2,643.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.8% |
| 7D | -1.9% | -4.8% | +2.8% | -1.5% |
| 30D | +16.6% | +0.9% | +15.7% | +16.5% |
| 3M | +0.9% | +2.9% | -1.9% | +0.6% |
| 6M | +1.5% | -7.8% | +9.2% | +1.8% |
| YTD | -8.3% | +61.5% | -69.8% | -12.8% |
| 1Y | -8.1% | +50.1% | -58.2% | -12.1% |
| 3Y | +10.3% | +121.1% | -110.8% | +1.5% |
| 5Y | +23.4% | +72.9% | -49.5% | +14.3% |
| 10Y | +205.9% | +208.2% | -2.3% | +166.3% |
| All | +2,537.5% | +5,180.6% | -2,643.1% | +1,859.0% |
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