-99.9%
DFNS vs MKC
-34.7%
-65.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.7% |
| 7D | +4.6% | -4.3% | +9.0% | +4.5% |
| 30D | -73.9% | -3.1% | -70.8% | -74.0% |
| 3M | -71.7% | +6.8% | -78.5% | -71.6% |
| 6M | -94.6% | -18.3% | -76.2% | -94.8% |
| YTD | -98.1% | -23.1% | -75.0% | -98.2% |
| 1Y | -98.3% | -23.7% | -74.6% | -98.4% |
| 3Y | -99.9% | -31.0% | -68.9% | -99.9% |
| 5Y | -99.9% | -33.5% | -66.3% | -99.9% |
| All | -99.9% | -34.7% | -65.2% | -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 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