+2,231.0%
MU vs DVA
+4,909.2%
-2,678.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.6% | -0.6% |
| 7D | +21.6% | -10.7% | +32.3% | +24.2% |
| 30D | -16.2% | -4.4% | -11.8% | -15.8% |
| 3M | -12.4% | -4.1% | -8.3% | -12.3% |
| 6M | +4.2% | -13.2% | +17.4% | +5.3% |
| YTD | +180.0% | +53.2% | +126.7% | +149.0% |
| 1Y | +226.4% | +40.8% | +185.6% | +195.2% |
| 3Y | +969.7% | +109.7% | +860.0% | +775.5% |
| 5Y | +957.9% | +64.5% | +893.4% | +782.9% |
| 10Y | +4,534.6% | +192.4% | +4,342.2% | +3,277.0% |
| All | +2,231.0% | +4,909.2% | -2,678.2% | +895.4% |
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