-100.0%
DFNS vs MLM
+139.1%
-239.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.8% | -10.4% | -12.1% |
| 7D | -44.0% | -4.1% | -39.9% | -43.8% |
| 30D | -69.1% | +8.2% | -77.3% | -69.2% |
| 3M | -95.6% | -3.6% | -92.0% | -95.6% |
| 6M | -96.2% | -15.6% | -80.6% | -96.2% |
| YTD | -99.6% | -16.4% | -83.2% | -99.6% |
| 1Y | -99.7% | -14.3% | -85.4% | -99.7% |
| 3Y | -100.0% | +19.3% | -119.3% | -100.0% |
| 5Y | -100.0% | +29.6% | -129.6% | -100.0% |
| All | -100.0% | +139.1% | -239.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling