+2,302.1%
MULL vs DVA
+17.4%
+2,284.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -8.4% | -1.3% | -7.1% | -8.4% |
| 30D | +9.7% | 0.0% | +9.7% | +9.7% |
| 3M | -26.8% | -10.9% | -15.8% | -27.5% |
| 6M | +220.7% | +17.3% | +203.4% | +202.6% |
| YTD | +509.0% | +59.8% | +449.2% | +445.6% |
| 1Y | +1,739.5% | +36.3% | +1,703.3% | +1,658.2% |
| All | +2,302.1% | +17.4% | +2,284.7% | +2,133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling