+475.1%
MULL vs DVA
+62.2%
+412.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.8% | -19.5% | -12.2% |
| 7D | -35.9% | +4.7% | -40.7% | -34.8% |
| 30D | -47.3% | +7.8% | -55.1% | -45.8% |
| 3M | -30.6% | -15.5% | -15.1% | -31.6% |
| 6M | +13.7% | +25.0% | -11.3% | +17.3% |
| YTD | +272.1% | +69.6% | +202.5% | +338.7% |
| 1Y | +475.1% | +60.6% | +414.5% | +563.2% |
| All | +475.1% | +62.2% | +412.9% | +563.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling