+297.0%
MXL vs DVA
+62.2%
+234.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.8% | -16.9% | -10.4% |
| 7D | -24.3% | +4.7% | -29.1% | -23.7% |
| 30D | -46.1% | +7.8% | -53.9% | -45.4% |
| 3M | -21.8% | -15.5% | -6.3% | -22.2% |
| 6M | -27.2% | +25.0% | -52.3% | -22.9% |
| YTD | +226.2% | +69.6% | +156.6% | +261.8% |
| 1Y | +297.0% | +60.6% | +236.4% | +345.1% |
| All | +297.0% | +62.2% | +234.8% | +345.1% |
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