-99.6%
DFNS vs MDB
-9.5%
-90.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.8% | +10.9% | +11.7% |
| 7D | -13.0% | +3.0% | -15.9% | -13.9% |
| 30D | -56.9% | -11.3% | -45.5% | -54.1% |
| 3M | -93.2% | -23.0% | -70.2% | -92.1% |
| 6M | -95.4% | +14.8% | -110.2% | -95.8% |
| YTD | -99.5% | -19.4% | -80.1% | -99.6% |
| 1Y | -99.6% | -9.0% | -90.7% | -99.7% |
| All | -99.6% | -9.5% | -90.2% | -99.7% |
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