+24.2%
MDT vs DVA
+89.4%
-65.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +1.0% | +1.7% | -0.6% | +0.8% |
| 3M | +15.2% | -8.7% | +23.9% | +16.2% |
| 6M | +3.7% | +19.7% | -16.0% | +0.4% |
| YTD | -3.0% | +59.6% | -62.6% | -10.7% |
| 1Y | +2.5% | +37.1% | -34.6% | -3.1% |
| All | +24.2% | +89.4% | -65.2% | +8.3% |
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 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