-100.0%
DFNS vs MDB
+49.0%
-149.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -3.2% |
| 7D | -42.8% | -0.9% | -41.9% | -42.8% |
| 30D | -67.6% | -15.2% | -52.4% | -67.4% |
| 3M | -94.9% | -17.9% | -77.0% | -94.8% |
| 6M | -96.7% | +9.3% | -106.1% | -96.7% |
| YTD | -99.6% | -22.0% | -77.6% | -99.6% |
| 1Y | -99.7% | -9.3% | -90.4% | -99.7% |
| 3Y | -100.0% | -10.4% | -89.6% | -100.0% |
| 5Y | -100.0% | -43.2% | -56.7% | -100.0% |
| All | -100.0% | +49.0% | -149.0% | -100.0% |
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