+1,029.4%
MDB vs DVA
+214.9%
+814.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -1.8% | -1.3% | -0.4% | -1.6% |
| 30D | -17.3% | 0.0% | -17.3% | -17.4% |
| 3M | +2.2% | -10.9% | +13.1% | +3.5% |
| 6M | +33.9% | +17.3% | +16.6% | +28.1% |
| YTD | -13.7% | +59.8% | -73.5% | -23.4% |
| 1Y | +9.1% | +36.3% | -27.2% | +0.2% |
| 3Y | -8.1% | +88.6% | -96.7% | -24.5% |
| 5Y | -25.9% | +47.5% | -73.4% | -36.9% |
| All | +1,029.4% | +214.9% | +814.6% | +628.8% |
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