-98.5%
DFNS vs MDLN
-7.1%
-91.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.9% |
| 7D | -6.3% | -11.1% | +4.7% | +2.5% |
| 30D | -74.0% | -8.4% | -65.6% | -72.4% |
| 3M | -70.1% | -12.4% | -57.8% | -66.7% |
| 6M | -93.9% | -23.3% | -70.7% | -92.6% |
| YTD | -98.1% | -22.5% | -75.5% | -97.7% |
| All | -98.5% | -7.1% | -91.4% | -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