-4.8%
MDB vs DVA
+42.3%
-47.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +6.8% | -8.8% | +15.6% | +4.9% |
| 30D | -6.2% | -3.4% | -2.8% | -6.5% |
| 3M | -29.2% | -2.6% | -26.7% | -29.3% |
| 6M | +10.3% | -11.9% | +22.2% | +9.3% |
| YTD | -20.4% | +53.6% | -74.0% | -7.1% |
| 1Y | -4.8% | +41.9% | -46.7% | +12.1% |
| All | -4.8% | +42.3% | -47.1% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling