+1,341.2%
MU vs DVA
+88.7%
+1,252.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.6% |
| 7D | +7.2% | +2.2% | +4.9% | +7.1% |
| 30D | +14.0% | -2.0% | +16.0% | +14.0% |
| 3M | +5.4% | -6.3% | +11.6% | +4.9% |
| 6M | +170.3% | +19.4% | +150.8% | +164.3% |
| YTD | +250.7% | +58.5% | +192.2% | +236.6% |
| 1Y | +662.1% | +33.9% | +628.2% | +644.7% |
| 3Y | +1,341.2% | +88.4% | +1,252.8% | +1,294.5% |
| All | +1,341.2% | +88.7% | +1,252.5% | +1,294.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling