-32.4%
MKC vs DVA
+89.4%
-121.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.4% | +1.7% | -5.1% | -3.6% |
| 3M | +3.8% | -8.7% | +12.4% | +4.5% |
| 6M | -17.9% | +19.7% | -37.6% | -20.8% |
| YTD | -23.6% | +59.6% | -83.2% | -29.8% |
| 1Y | -23.1% | +37.1% | -60.2% | -27.6% |
| All | -32.4% | +89.4% | -121.8% | -40.7% |
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