+18.5%
MLM vs DVA
+79.7%
-61.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.0% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | -6.8% | -2.5% | -4.3% | -6.6% |
| 3M | -11.2% | -4.3% | -7.0% | -11.2% |
| 6M | -21.8% | +18.9% | -40.7% | -23.8% |
| YTD | -17.0% | +61.9% | -78.9% | -22.2% |
| 1Y | -16.4% | +35.7% | -52.1% | -20.0% |
| All | +18.5% | +79.7% | -61.2% | +12.1% |
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