-99.9%
DFNS vs MDY
+115.2%
-215.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.1% |
| 7D | -3.3% | -2.5% | -0.8% | -4.6% |
| 30D | -73.1% | -5.0% | -68.1% | -73.9% |
| 3M | -71.4% | +0.5% | -71.8% | -71.4% |
| 6M | -93.8% | +8.0% | -101.9% | -93.6% |
| YTD | -98.0% | +12.2% | -110.2% | -97.9% |
| 1Y | -98.2% | +14.0% | -112.2% | -98.1% |
| 3Y | -99.9% | +48.2% | -148.0% | -99.9% |
| 5Y | -99.9% | +46.1% | -145.9% | -99.9% |
| All | -99.9% | +115.2% | -215.0% | -99.9% |
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