+121.7%
MPC vs DVA
+36.0%
+85.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +3.2% | +2.0% | +1.2% | +3.1% |
| 30D | +25.0% | -0.4% | +25.4% | +25.0% |
| 3M | +55.2% | -7.7% | +62.8% | +56.8% |
| 6M | +86.4% | +20.0% | +66.4% | +86.1% |
| YTD | +148.5% | +61.1% | +87.4% | +131.6% |
| 1Y | +121.7% | +33.9% | +87.8% | +106.6% |
| All | +121.7% | +36.0% | +85.7% | +106.6% |
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 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