-99.9%
DFNS vs MDY
+50.3%
-150.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.6% |
| 7D | +0.8% | +1.0% | -0.2% | +2.0% |
| 30D | -73.2% | -3.1% | -70.1% | -74.6% |
| 3M | -72.4% | +1.8% | -74.3% | -72.2% |
| 6M | -95.2% | +10.8% | -106.0% | -94.6% |
| YTD | -98.0% | +14.4% | -112.4% | -97.6% |
| 1Y | -98.3% | +15.2% | -113.5% | -98.0% |
| All | -99.9% | +50.3% | -150.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling