-99.9%
DFNS vs MKC
-39.3%
-60.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.6% |
| 7D | -16.0% | -5.9% | -10.1% | -16.2% |
| 30D | -77.7% | -0.9% | -76.8% | -77.7% |
| 3M | -77.2% | +12.7% | -89.9% | -77.0% |
| 6M | -95.2% | -19.3% | -75.9% | -95.4% |
| YTD | -98.0% | -22.2% | -75.8% | -98.1% |
| 1Y | -98.3% | -23.3% | -74.9% | -98.3% |
| 3Y | -99.9% | -30.0% | -69.9% | -99.9% |
| 5Y | -99.9% | -33.8% | -66.1% | -99.9% |
| All | -99.9% | -39.3% | -60.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling