-99.9%
DFNS vs MKC
-30.6%
-69.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | +0.8% | -4.3% | +5.1% | +0.6% |
| 30D | -73.2% | -2.0% | -71.2% | -73.3% |
| 3M | -72.4% | +10.0% | -82.4% | -72.1% |
| 6M | -95.2% | -18.5% | -76.7% | -95.6% |
| YTD | -98.0% | -22.4% | -75.6% | -98.2% |
| 1Y | -98.3% | -23.6% | -74.6% | -98.4% |
| All | -99.9% | -30.6% | -69.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling