+73.9%
MUB vs DVA
+530.4%
-456.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.9% | +1.8% | -2.7% | -0.9% |
| 30D | -1.4% | -2.5% | +1.1% | -1.4% |
| 3M | -2.2% | -4.3% | +2.1% | -2.1% |
| 6M | -1.9% | +18.9% | -20.7% | -2.2% |
| YTD | -0.8% | +61.9% | -62.7% | -1.6% |
| 1Y | +2.7% | +35.7% | -33.0% | +2.2% |
| 3Y | +8.6% | +78.6% | -70.1% | +7.4% |
| 5Y | +2.0% | +39.2% | -37.2% | +1.1% |
| 10Y | +17.9% | +184.0% | -166.1% | +15.4% |
| All | +73.9% | +530.4% | -456.5% | +67.6% |
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