-99.5%
DFNS vs MDLN
+15.3%
-114.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +18.4% | -36.7% | -27.2% |
| 7D | -27.7% | +24.7% | -52.3% | -38.2% |
| 30D | -58.0% | +12.7% | -70.7% | -60.9% |
| 3M | -94.0% | -4.0% | -90.0% | -93.7% |
| 6M | -94.6% | -8.7% | -85.9% | -94.3% |
| YTD | -99.4% | -3.9% | -95.5% | -99.4% |
| All | -99.5% | +15.3% | -114.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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