-99.9%
DFNS vs MDB
+67.8%
-167.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.7% |
| 7D | -16.0% | -17.4% | +1.4% | -15.6% |
| 30D | -77.7% | -2.0% | -75.7% | -77.6% |
| 3M | -77.2% | -3.0% | -74.2% | -77.3% |
| 6M | -95.2% | +48.7% | -143.9% | -95.1% |
| YTD | -98.0% | -12.1% | -85.8% | -98.0% |
| 1Y | -98.3% | +14.5% | -112.8% | -98.3% |
| 3Y | -99.9% | -6.1% | -93.7% | -99.9% |
| 5Y | -99.9% | -27.3% | -72.5% | -99.9% |
| All | -99.9% | +67.8% | -167.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling