+1,514.4%
MKC vs DVA
+5,081.6%
-3,567.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -4.3% | +2.2% | -6.6% | -4.5% |
| 30D | -2.0% | -2.0% | 0.0% | -1.8% |
| 3M | +10.0% | -6.3% | +16.3% | +10.4% |
| 6M | -18.5% | +19.4% | -38.0% | -20.1% |
| YTD | -22.4% | +58.5% | -80.9% | -25.9% |
| 1Y | -23.6% | +33.9% | -57.5% | -26.1% |
| 3Y | -30.4% | +88.4% | -118.9% | -35.0% |
| 5Y | -34.2% | +39.5% | -73.7% | -37.7% |
| 10Y | +26.8% | +179.5% | -152.6% | +12.4% |
| All | +1,514.4% | +5,081.6% | -3,567.2% | +1,276.9% |
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