+1,750.4%
MMM vs DVA
+4,923.3%
-3,172.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -0.8% | -8.8% | +8.0% | +0.3% |
| 30D | +11.7% | -3.4% | +15.1% | +12.0% |
| 3M | +1.0% | -2.6% | +3.6% | +1.1% |
| 6M | +26.0% | -11.9% | +37.9% | +27.4% |
| YTD | +16.3% | +53.6% | -37.3% | +8.9% |
| 1Y | +9.6% | +41.9% | -32.2% | +3.7% |
| 3Y | +157.3% | +97.5% | +59.8% | +131.8% |
| 5Y | +42.5% | +65.0% | -22.5% | +28.8% |
| 10Y | +73.4% | +193.2% | -119.8% | +44.9% |
| All | +1,750.4% | +4,923.3% | -3,172.9% | +1,129.7% |
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 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