+37.0%
MDT vs DVA
+187.8%
-150.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +14.3% | -10.9% | +25.2% | +16.5% |
| 6M | +4.0% | +17.3% | -13.3% | -1.0% |
| YTD | -3.7% | +59.8% | -63.5% | -15.3% |
| 1Y | -0.4% | +36.3% | -36.6% | -9.1% |
| 3Y | +23.3% | +88.6% | -65.3% | +1.0% |
| 5Y | -18.9% | +47.5% | -66.4% | -31.3% |
| All | +37.0% | +187.8% | -150.8% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling