+1,025.2%
MKTX vs DVA
+1,033.3%
-8.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +0.8% | +1.7% | -0.8% | +0.4% |
| 3M | +41.1% | -8.7% | +49.8% | +43.1% |
| 6M | -9.5% | +19.7% | -29.2% | -15.2% |
| YTD | -8.7% | +59.6% | -68.3% | -21.5% |
| 1Y | -10.0% | +37.1% | -47.1% | -19.5% |
| 3Y | -24.6% | +89.8% | -114.4% | -41.1% |
| 5Y | -60.3% | +47.4% | -107.7% | -68.0% |
| 10Y | +5.0% | +184.9% | -179.9% | -41.2% |
| All | +1,025.2% | +1,033.3% | -8.1% | +307.2% |
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