-9.1%
MDB vs DVA
+91.2%
-100.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.7% |
| 7D | -4.5% | +2.0% | -6.6% | -4.5% |
| 30D | -14.0% | -0.4% | -13.6% | -13.9% |
| 3M | +5.3% | -7.7% | +13.0% | +5.1% |
| 6M | +31.9% | +20.0% | +11.9% | +32.0% |
| YTD | -14.6% | +61.1% | -75.7% | -15.4% |
| 1Y | +8.2% | +33.9% | -25.6% | +9.5% |
| All | -9.1% | +91.2% | -100.3% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling