+27.4%
MKC vs DVA
+187.8%
-160.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.5% | -1.3% | -0.1% | -1.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +5.2% | -10.9% | +16.1% | +6.5% |
| 6M | -12.8% | +17.3% | -30.1% | -15.7% |
| YTD | -23.3% | +59.8% | -83.1% | -29.6% |
| 1Y | -24.1% | +36.3% | -60.4% | -28.7% |
| 3Y | -32.1% | +88.6% | -120.7% | -40.2% |
| 5Y | -32.8% | +47.5% | -80.3% | -39.5% |
| All | +27.4% | +187.8% | -160.4% | +2.0% |
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