-100.0%
DFNS vs MLM
+145.0%
-245.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.1% |
| 7D | -42.8% | -3.8% | -39.0% | -42.7% |
| 30D | -67.6% | +11.0% | -78.6% | -67.7% |
| 3M | -94.9% | -3.1% | -91.8% | -94.8% |
| 6M | -96.7% | -9.8% | -86.9% | -96.8% |
| YTD | -99.6% | -14.4% | -85.3% | -99.6% |
| 1Y | -99.7% | -12.6% | -87.2% | -99.7% |
| 3Y | -100.0% | +19.7% | -119.7% | -100.0% |
| 5Y | -100.0% | +29.8% | -129.7% | -100.0% |
| All | -100.0% | +145.0% | -245.0% | -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