-99.6%
DFNS vs MCO
+9.9%
-109.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.9% | -23.2% | -22.4% |
| 7D | -27.7% | +10.7% | -38.4% | -35.2% |
| 30D | -58.0% | +17.9% | -75.9% | -65.0% |
| 3M | -94.0% | +9.5% | -103.4% | -94.7% |
| 6M | -94.6% | +18.1% | -112.6% | -95.5% |
| YTD | -99.4% | +4.1% | -103.5% | -99.5% |
| 1Y | -99.6% | +9.3% | -109.0% | -99.7% |
| All | -99.6% | +9.9% | -109.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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