+2,172.2%
MU vs DVA
+4,923.3%
-2,751.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +12.8% | -8.8% | +21.6% | +14.8% |
| 30D | -14.9% | -3.4% | -11.5% | -14.6% |
| 3M | -18.0% | -2.6% | -15.5% | -18.2% |
| 6M | -3.1% | -11.9% | +8.8% | -2.3% |
| YTD | +172.9% | +53.6% | +119.2% | +142.6% |
| 1Y | +228.8% | +41.9% | +187.0% | +196.9% |
| 3Y | +950.8% | +97.5% | +853.3% | +771.3% |
| 5Y | +931.3% | +65.0% | +866.3% | +760.2% |
| 10Y | +4,417.7% | +193.2% | +4,224.5% | +3,190.1% |
| All | +2,172.2% | +4,923.3% | -2,751.1% | +869.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling