+25.7%
MLM vs DVA
+75.9%
-50.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.6% |
| 7D | -4.1% | +2.1% | -6.2% | -4.4% |
| 30D | +8.2% | +8.2% | -0.1% | +6.8% |
| 3M | -3.6% | +5.9% | -9.5% | -4.6% |
| 6M | -15.6% | -1.3% | -14.3% | -16.0% |
| YTD | -16.4% | +68.4% | -84.9% | -24.4% |
| 1Y | -14.3% | +57.5% | -71.8% | -21.6% |
| 3Y | +19.3% | +142.3% | -123.0% | -0.1% |
| All | +25.7% | +75.9% | -50.2% | +14.8% |
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