+4,609.2%
MU vs DVA
+206.9%
+4,402.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +11.4% |
| 7D | +2.0% | -4.8% | +6.8% | +3.0% |
| 30D | -18.0% | +0.9% | -18.9% | -18.5% |
| 3M | -6.6% | +2.9% | -9.5% | -7.9% |
| 6M | +2.0% | -7.8% | +9.8% | +1.8% |
| YTD | +184.5% | +61.5% | +122.9% | +141.1% |
| 1Y | +236.9% | +50.1% | +186.8% | +191.1% |
| 3Y | +987.0% | +121.1% | +865.8% | +707.0% |
| 5Y | +1,014.6% | +72.9% | +941.7% | +751.8% |
| 10Y | +4,609.2% | +208.2% | +4,401.0% | +2,800.8% |
| All | +4,609.2% | +206.9% | +4,402.3% | +2,800.8% |
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