+3,895.0%
MLM vs DVA
+5,194.7%
-1,299.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.0% |
| 7D | -2.9% | +1.8% | -4.7% | -3.2% |
| 30D | -6.8% | -2.5% | -4.3% | -6.5% |
| 3M | -11.2% | -4.3% | -7.0% | -11.0% |
| 6M | -21.8% | +18.9% | -40.7% | -24.4% |
| YTD | -17.0% | +61.9% | -78.9% | -23.7% |
| 1Y | -16.4% | +35.7% | -52.1% | -21.2% |
| 3Y | +14.5% | +78.6% | -64.2% | +2.1% |
| 5Y | +41.7% | +39.2% | +2.5% | +28.9% |
| 10Y | +200.0% | +184.0% | +16.0% | +142.4% |
| All | +3,895.0% | +5,194.7% | -1,299.7% | +2,490.0% |
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