-99.9%
DFNS vs MCO
+26.7%
-126.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.0% |
| 7D | -3.3% | -7.3% | +4.0% | -5.8% |
| 30D | -73.1% | -1.7% | -71.4% | -73.1% |
| 3M | -71.4% | +3.9% | -75.3% | -70.8% |
| 6M | -93.8% | +3.8% | -97.7% | -93.8% |
| YTD | -98.0% | -7.9% | -90.1% | -98.2% |
| 1Y | -98.2% | -6.8% | -91.3% | -98.3% |
| 3Y | -99.9% | +40.9% | -140.8% | -99.9% |
| 5Y | -99.9% | +27.5% | -127.4% | -99.9% |
| All | -99.9% | +26.7% | -126.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling