-98.5%
DFNS vs MDLN
-2.7%
-95.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -3.1% |
| 7D | +4.6% | -6.2% | +10.8% | +10.1% |
| 30D | -73.9% | +0.7% | -74.6% | -74.4% |
| 3M | -71.7% | -5.4% | -66.3% | -69.9% |
| 6M | -94.6% | -21.6% | -73.0% | -93.6% |
| YTD | -98.1% | -18.9% | -79.1% | -97.8% |
| All | -98.5% | -2.7% | -95.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling