+1,106.2%
MPC vs DVA
+212.5%
+893.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +5.4% |
| 7D | -9.4% | -0.1% | -9.3% | -9.6% |
| 30D | -14.3% | +3.5% | -17.8% | -15.5% |
| 3M | +31.1% | +1.0% | +30.1% | +29.7% |
| 6M | +60.3% | -6.6% | +66.9% | +61.0% |
| YTD | +142.5% | +63.3% | +79.2% | +102.9% |
| 1Y | +104.6% | +50.0% | +54.6% | +75.4% |
| 3Y | +191.7% | +120.1% | +71.6% | +114.6% |
| 5Y | +549.2% | +73.7% | +475.5% | +387.8% |
| 10Y | +1,106.2% | +212.7% | +893.5% | +604.5% |
| All | +1,106.2% | +212.5% | +893.8% | +604.5% |
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