+303.5%
MXL vs DVA
+35.1%
+268.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.3% | +5.6% |
| 7D | +1.6% | +1.8% | -0.2% | +1.7% |
| 30D | -7.0% | -2.5% | -4.5% | -7.1% |
| 3M | -33.4% | -4.3% | -29.1% | -33.2% |
| 6M | +260.2% | +18.9% | +241.3% | +270.8% |
| YTD | +260.0% | +61.9% | +198.0% | +281.1% |
| 1Y | +303.5% | +35.7% | +267.7% | +330.3% |
| All | +303.5% | +35.1% | +268.3% | +330.3% |
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