+264.6%
MP vs DVA
+125.6%
+139.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.3% | +9.3% | +4.4% |
| 7D | -3.6% | -1.6% | -2.0% | -3.6% |
| 30D | -21.0% | 0.0% | -21.0% | -21.3% |
| 3M | -33.3% | -2.4% | -30.9% | -33.4% |
| 6M | -45.9% | -9.8% | -36.2% | -45.7% |
| YTD | -27.8% | +57.8% | -85.6% | -38.7% |
| 1Y | -43.2% | +49.2% | -92.4% | -51.1% |
| 3Y | +144.0% | +116.0% | +28.0% | +81.0% |
| 5Y | -6.1% | +68.5% | -74.6% | -27.2% |
| All | +264.6% | +125.6% | +139.0% | +143.2% |
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