+27.1%
MLM vs DVA
+63.0%
-35.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -0.5% |
| 7D | -2.0% | -10.7% | +8.7% | -0.4% |
| 30D | +9.5% | -4.4% | +13.9% | +10.1% |
| 3M | -4.7% | -4.1% | -0.6% | -4.3% |
| 6M | -10.7% | -13.2% | +2.5% | -9.5% |
| YTD | -16.6% | +53.2% | -69.8% | -23.5% |
| 1Y | -15.4% | +40.8% | -56.2% | -21.3% |
| 3Y | +15.9% | +109.7% | -93.8% | -0.7% |
| 5Y | +27.1% | +64.5% | -37.4% | +16.6% |
| All | +27.1% | +63.0% | -35.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling