+1,134.0%
MPC vs DVA
+178.6%
+955.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.8% |
| 7D | +3.9% | +2.2% | +1.6% | +3.2% |
| 30D | +33.8% | -2.0% | +35.8% | +34.3% |
| 3M | +49.9% | -6.3% | +56.1% | +51.5% |
| 6M | +80.9% | +19.4% | +61.5% | +68.7% |
| YTD | +147.4% | +58.5% | +88.9% | +110.0% |
| 1Y | +123.2% | +33.9% | +89.3% | +98.8% |
| 3Y | +171.7% | +88.4% | +83.3% | +109.2% |
| 5Y | +678.6% | +39.5% | +639.1% | +543.1% |
| 10Y | +1,134.0% | +179.5% | +954.6% | +661.5% |
| All | +1,134.0% | +178.6% | +955.5% | +661.5% |
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