+2,867.4%
MU vs DVA
+5,194.7%
-2,327.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.8% |
| 7D | +9.0% | +1.8% | +7.1% | +8.6% |
| 30D | +13.8% | -2.5% | +16.3% | +14.3% |
| 3M | +2.1% | -4.3% | +6.3% | +2.1% |
| 6M | +153.8% | +18.9% | +134.9% | +141.5% |
| YTD | +256.4% | +61.9% | +194.4% | +215.7% |
| 1Y | +719.8% | +35.7% | +684.0% | +650.9% |
| 3Y | +1,360.4% | +78.6% | +1,281.7% | +1,135.0% |
| 5Y | +1,312.4% | +39.2% | +1,273.2% | +1,127.2% |
| 10Y | +6,142.6% | +184.0% | +5,958.5% | +4,496.1% |
| All | +2,867.4% | +5,194.7% | -2,327.3% | +1,161.8% |
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