+7.0%
MDB vs DVA
+34.8%
-27.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +1.0% |
| 7D | -4.5% | +2.0% | -6.6% | -4.1% |
| 30D | -14.0% | -0.4% | -13.6% | -13.9% |
| 3M | +5.3% | -7.7% | +13.0% | +4.6% |
| 6M | +31.9% | +20.0% | +11.9% | +39.9% |
| YTD | -14.6% | +61.1% | -75.7% | -0.4% |
| All | +7.0% | +34.8% | -27.7% | +21.7% |
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