+117.2%
MPC vs DVA
+62.2%
+55.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.8% | -13.9% | -8.2% |
| 7D | -10.9% | +4.7% | -15.7% | -11.0% |
| 30D | -9.4% | +7.8% | -17.2% | -9.6% |
| 3M | +26.0% | -15.5% | +41.5% | +27.5% |
| 6M | +56.5% | +25.0% | +31.5% | +56.4% |
| YTD | +144.3% | +69.6% | +74.7% | +124.7% |
| 1Y | +117.2% | +60.6% | +56.6% | +103.0% |
| All | +117.2% | +62.2% | +55.1% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling