-100.0%
DFNS vs MDB
-9.9%
-90.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.7% | -14.9% | -12.5% |
| 7D | -44.0% | -11.4% | -32.6% | -43.3% |
| 30D | -69.1% | -13.8% | -55.3% | -68.7% |
| 3M | -95.6% | -15.5% | -80.2% | -95.5% |
| 6M | -96.2% | +17.9% | -114.1% | -96.0% |
| YTD | -99.6% | -25.5% | -74.1% | -99.6% |
| 1Y | -99.7% | -12.1% | -87.7% | -99.7% |
| 3Y | -100.0% | -5.9% | -94.1% | -100.0% |
| All | -100.0% | -9.9% | -90.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling