+16.8%
MUB vs DVA
+187.5%
-170.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.8% | +1.7% | -4.4% | -2.8% |
| 3M | -3.1% | -8.7% | +5.6% | -3.0% |
| 6M | -2.9% | +19.7% | -22.5% | -3.3% |
| YTD | -2.0% | +59.6% | -61.6% | -3.0% |
| 1Y | 0.0% | +37.1% | -37.1% | -0.7% |
| 3Y | +7.4% | +89.8% | -82.4% | +5.8% |
| 5Y | +0.8% | +47.4% | -46.6% | -0.4% |
| All | +16.8% | +187.5% | -170.7% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling