-21.0%
MDLN vs DVA
+54.0%
-75.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | -11.5% | -0.2% | -11.3% | -11.5% |
| 30D | -7.6% | +1.7% | -9.2% | -7.6% |
| 3M | -11.4% | -8.7% | -2.7% | -8.6% |
| 6M | -24.5% | +19.7% | -44.1% | -18.8% |
| YTD | -22.9% | +59.6% | -82.5% | -16.5% |
| All | -21.0% | +54.0% | -75.0% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling