+380.3%
MCO vs DVA
+187.8%
+192.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.8% | -1.3% | -2.4% | -3.5% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +7.7% | -10.9% | +18.7% | +9.6% |
| 6M | +7.0% | +17.3% | -10.3% | +2.3% |
| YTD | -6.4% | +59.8% | -66.2% | -17.4% |
| 1Y | -7.6% | +36.3% | -43.9% | -15.4% |
| 3Y | +43.2% | +88.6% | -45.4% | +17.7% |
| 5Y | +29.6% | +47.5% | -18.0% | +10.2% |
| All | +380.3% | +187.8% | +192.4% | +227.0% |
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 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