-99.9%
DFNS vs MCK
+487.5%
-587.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -6.3% | -2.9% | -3.4% | -7.3% |
| 30D | -74.0% | +0.4% | -74.4% | -73.7% |
| 3M | -70.1% | +12.1% | -82.2% | -68.5% |
| 6M | -93.9% | -5.4% | -88.5% | -93.9% |
| YTD | -98.1% | +7.8% | -105.9% | -98.0% |
| 1Y | -98.3% | +22.9% | -121.2% | -98.1% |
| 3Y | -99.9% | +110.7% | -210.6% | -99.9% |
| 5Y | -99.9% | +346.2% | -446.0% | -99.8% |
| All | -99.9% | +487.5% | -587.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling