-99.9%
DFNS vs MKC
-40.4%
-59.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.5% |
| 7D | -3.3% | -2.8% | -0.5% | -3.4% |
| 30D | -73.1% | -3.4% | -69.7% | -73.2% |
| 3M | -71.4% | +3.8% | -75.1% | -71.3% |
| 6M | -93.8% | -17.9% | -75.9% | -94.1% |
| YTD | -98.0% | -23.6% | -74.4% | -98.1% |
| 1Y | -98.2% | -23.1% | -75.1% | -98.2% |
| 3Y | -99.9% | -31.5% | -68.4% | -99.9% |
| 5Y | -99.9% | -33.1% | -66.8% | -99.9% |
| All | -99.9% | -40.4% | -59.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling