-11.6%
MDB vs DVA
+105.9%
-117.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +6.8% | -8.8% | +15.6% | +6.3% |
| 30D | -6.2% | -3.4% | -2.8% | -6.3% |
| 3M | -29.2% | -2.6% | -26.7% | -29.3% |
| 6M | +10.3% | -11.9% | +22.2% | +9.9% |
| YTD | -20.4% | +53.6% | -74.0% | -20.7% |
| 1Y | -4.8% | +41.9% | -46.7% | -4.3% |
| 3Y | -11.6% | +97.5% | -109.1% | -18.2% |
| All | -11.6% | +105.9% | -117.5% | -18.2% |
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