-100.0%
DFNS vs MKC
-35.5%
-64.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.4% |
| 7D | -6.0% | -3.0% | -3.0% | -6.1% |
| 30D | -71.2% | +4.8% | -76.0% | -71.1% |
| 3M | -94.5% | -12.8% | -81.7% | -94.5% |
| 6M | -96.5% | +5.0% | -101.6% | -96.5% |
| YTD | -99.6% | -29.1% | -70.6% | -99.6% |
| 1Y | -99.7% | -26.4% | -73.3% | -99.7% |
| 3Y | -100.0% | -21.6% | -78.4% | -100.0% |
| All | -100.0% | -35.5% | -64.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling