-100.0%
DFNS vs MDY
+115.5%
-215.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.6% |
| 7D | -6.0% | +2.3% | -8.2% | -5.1% |
| 30D | -71.2% | +2.0% | -73.2% | -71.0% |
| 3M | -94.5% | -5.6% | -88.9% | -94.7% |
| 6M | -96.5% | +1.3% | -97.8% | -96.6% |
| YTD | -99.6% | +12.3% | -112.0% | -99.6% |
| 1Y | -99.7% | +15.8% | -115.5% | -99.7% |
| 3Y | -100.0% | +56.5% | -156.5% | -100.0% |
| 5Y | -100.0% | +35.1% | -135.1% | -100.0% |
| All | -100.0% | +115.5% | -215.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling