+229.2%
MXL vs DVA
+89.6%
+139.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +18.9% | -1.3% | +20.2% | +19.0% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | -8.0% | -10.9% | +2.9% | -7.4% |
| 6M | +341.2% | +17.3% | +324.0% | +331.8% |
| YTD | +327.8% | +59.8% | +268.0% | +297.9% |
| 1Y | +364.9% | +36.3% | +328.6% | +346.0% |
| 3Y | +229.2% | +88.6% | +140.6% | +185.5% |
| All | +229.2% | +89.6% | +139.6% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling