-98.3%
DFNS vs MLM
-15.9%
-82.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.4% |
| 7D | -16.0% | -2.9% | -13.1% | -13.8% |
| 30D | -77.7% | -6.8% | -70.9% | -76.3% |
| 3M | -77.2% | -11.2% | -65.9% | -75.6% |
| 6M | -95.2% | -21.8% | -73.3% | -94.5% |
| YTD | -98.0% | -17.0% | -81.0% | -97.7% |
| 1Y | -98.3% | -16.4% | -81.9% | -98.1% |
| All | -98.3% | -15.9% | -82.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling