+270.8%
MXL vs DVA
+468.2%
-197.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | +16.6% | -0.2% | +16.8% | +16.7% |
| 30D | +0.5% | +1.7% | -1.2% | -0.1% |
| 3M | -3.6% | -8.7% | +5.0% | -1.8% |
| 6M | +328.0% | +19.7% | +308.4% | +291.3% |
| YTD | +297.8% | +59.6% | +238.2% | +220.3% |
| 1Y | +339.4% | +37.1% | +302.3% | +273.9% |
| 3Y | +201.7% | +89.8% | +112.0% | +113.6% |
| 5Y | +32.8% | +47.4% | -14.6% | 0.0% |
| 10Y | +274.8% | +184.9% | +89.9% | +86.0% |
| All | +270.8% | +468.2% | -197.4% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling