+274.5%
MP vs DVA
+119.0%
+155.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.1% | +3.1% |
| 7D | +11.0% | -10.7% | +21.6% | +13.6% |
| 30D | -11.7% | -4.4% | -7.3% | -11.2% |
| 3M | -30.8% | -4.1% | -26.7% | -30.6% |
| 6M | -42.9% | -13.2% | -29.7% | -42.1% |
| YTD | -25.9% | +53.2% | -79.1% | -36.6% |
| 1Y | -37.3% | +40.8% | -78.1% | -45.2% |
| 3Y | +150.7% | +109.7% | +40.9% | +87.1% |
| 5Y | -19.3% | +64.5% | -83.8% | -37.1% |
| All | +274.5% | +119.0% | +155.5% | +151.4% |
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