-13.4%
MLM vs DVA
+52.7%
-66.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.8% |
| 7D | -3.8% | -0.1% | -3.7% | -3.9% |
| 30D | +11.0% | +3.5% | +7.5% | +10.6% |
| 3M | -3.1% | +1.0% | -4.0% | -3.3% |
| 6M | -9.8% | -6.6% | -3.2% | -9.9% |
| YTD | -14.4% | +63.3% | -77.7% | -18.5% |
| All | -13.4% | +52.7% | -66.1% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling