-24.0%
MKTX vs DVA
+89.6%
-113.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | +0.7% | 0.0% | +0.7% | +0.7% |
| 3M | +40.8% | -10.9% | +51.7% | +40.7% |
| 6M | -8.0% | +17.3% | -25.3% | -8.3% |
| YTD | -8.7% | +59.8% | -68.5% | -9.7% |
| 1Y | -11.8% | +36.3% | -48.1% | -12.1% |
| 3Y | -24.0% | +88.6% | -112.6% | -24.6% |
| All | -24.0% | +89.6% | -113.7% | -24.6% |
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