+453.7%
MP vs DVA
+126.5%
+327.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +2.0% |
| 7D | +3.0% | +2.2% | +0.8% | +2.5% |
| 30D | +8.3% | -2.0% | +10.4% | +8.7% |
| 3M | -3.8% | -6.3% | +2.4% | -3.7% |
| 6M | -4.9% | +19.4% | -24.3% | -11.1% |
| YTD | +9.6% | +58.5% | -48.9% | -6.5% |
| 1Y | -11.7% | +33.9% | -45.6% | -21.3% |
| 3Y | +158.5% | +88.4% | +70.1% | +99.7% |
| 5Y | +68.9% | +39.5% | +29.4% | +36.7% |
| All | +453.7% | +126.5% | +327.2% | +271.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling