+661.2%
MU vs DVA
+36.0%
+625.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.1% | +2.9% |
| 7D | +7.5% | +2.0% | +5.5% | +7.7% |
| 30D | +19.4% | -0.4% | +19.7% | +19.4% |
| 3M | +9.8% | -7.7% | +17.5% | +8.8% |
| 6M | +164.1% | +20.0% | +144.2% | +165.2% |
| YTD | +260.3% | +61.1% | +199.2% | +281.5% |
| 1Y | +661.2% | +33.9% | +627.3% | +712.6% |
| All | +661.2% | +36.0% | +625.1% | +712.6% |
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