-10.8%
MDLN vs DVA
+56.2%
-67.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +3.7% | +1.8% | +1.9% | +3.6% |
| 30D | -0.2% | -2.5% | +2.3% | -0.1% |
| 3M | +6.2% | -4.3% | +10.5% | +9.8% |
| 6M | -14.7% | +18.9% | -33.5% | -8.4% |
| YTD | -12.9% | +61.9% | -74.8% | -5.8% |
| All | -10.8% | +56.2% | -67.0% | -4.3% |
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