-20.7%
MDLN vs DVA
+54.1%
-74.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -11.1% | -1.3% | -9.8% | -11.0% |
| 30D | -8.4% | 0.0% | -8.4% | -8.4% |
| 3M | -12.4% | -10.9% | -1.5% | -10.0% |
| 6M | -23.3% | +17.3% | -40.5% | -17.6% |
| YTD | -22.5% | +59.8% | -82.3% | -16.2% |
| All | -20.7% | +54.1% | -74.8% | -14.8% |
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