-98.3%
DFNS vs MDB
+18.3%
-116.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +3.0% |
| 7D | -16.0% | -17.4% | +1.4% | -5.8% |
| 30D | -77.7% | -2.0% | -75.7% | -77.0% |
| 3M | -77.2% | -3.0% | -74.2% | -78.1% |
| 6M | -95.2% | +48.7% | -143.9% | -95.9% |
| YTD | -98.0% | -12.1% | -85.8% | -98.2% |
| 1Y | -98.3% | +14.5% | -112.8% | -98.7% |
| All | -98.3% | +18.3% | -116.6% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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