+2,802.6%
MULL vs DVA
+35.1%
+2,767.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.3% | +10.5% | +12.0% |
| 7D | +17.3% | +1.8% | +15.5% | +17.7% |
| 30D | +23.5% | -2.5% | +26.0% | +23.2% |
| 3M | -24.0% | -4.3% | -19.7% | -24.9% |
| 6M | +276.7% | +18.9% | +257.9% | +277.0% |
| YTD | +565.1% | +61.9% | +503.1% | +637.5% |
| 1Y | +2,802.6% | +35.7% | +2,766.9% | +3,430.5% |
| All | +2,802.6% | +35.1% | +2,767.4% | +3,430.5% |
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