-99.9%
DFNS vs MDB
+62.0%
-161.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.7% |
| 7D | +0.8% | -18.0% | +18.8% | +1.3% |
| 30D | -73.2% | -10.7% | -62.5% | -73.1% |
| 3M | -72.4% | +1.0% | -73.4% | -72.5% |
| 6M | -95.2% | +31.6% | -126.8% | -95.2% |
| YTD | -98.0% | -15.2% | -82.8% | -98.0% |
| 1Y | -98.3% | +10.1% | -108.4% | -98.3% |
| 3Y | -99.9% | -5.6% | -94.2% | -99.9% |
| 5Y | -99.9% | -24.5% | -75.3% | -99.9% |
| All | -99.9% | +62.0% | -161.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling