-98.4%
DFNS vs MDLN
+4.5%
-102.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | +3.7% | -19.7% | -18.7% |
| 30D | -77.7% | -0.2% | -77.5% | -77.9% |
| 3M | -77.2% | +6.2% | -83.4% | -77.6% |
| 6M | -95.2% | -14.7% | -80.5% | -94.6% |
| YTD | -98.0% | -12.9% | -85.1% | -97.8% |
| All | -98.4% | +4.5% | -102.9% | -98.2% |
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