-25.0%
MDB vs DVA
+39.4%
-64.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.3% |
| 7D | -18.0% | +2.2% | -20.2% | -18.2% |
| 30D | -10.7% | -2.0% | -8.7% | -10.6% |
| 3M | +1.0% | -6.3% | +7.2% | +1.1% |
| 6M | +31.6% | +19.4% | +12.2% | +27.7% |
| YTD | -15.2% | +58.5% | -73.7% | -21.6% |
| 1Y | +10.1% | +33.9% | -23.7% | +4.9% |
| 3Y | -5.6% | +88.4% | -94.1% | -18.5% |
| All | -25.0% | +39.4% | -64.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling