+159.3%
MP vs DVA
+105.9%
+53.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +9.5% | -8.8% | +18.2% | +10.5% |
| 30D | -3.0% | -3.4% | +0.4% | -2.8% |
| 3M | -30.4% | -2.6% | -27.8% | -30.4% |
| 6M | -39.2% | -11.9% | -27.3% | -39.1% |
| YTD | -23.3% | +53.6% | -76.9% | -31.7% |
| 1Y | -32.6% | +41.9% | -74.5% | -39.0% |
| 3Y | +159.3% | +97.5% | +61.8% | +42.6% |
| All | +159.3% | +105.9% | +53.3% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling