-94.6%
DFNS vs MCK
-2.9%
-91.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.6% |
| 7D | +4.6% | -3.6% | +8.2% | +3.7% |
| 30D | -73.9% | +1.4% | -75.3% | -73.4% |
| 3M | -71.7% | +13.8% | -85.5% | -69.2% |
| 6M | -94.6% | -5.2% | -89.4% | -92.8% |
| All | -94.6% | -2.9% | -91.7% | -92.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling