-99.7%
DFNS vs MLM
-16.0%
-83.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -4.9% |
| 7D | -6.0% | -0.9% | -5.1% | -5.2% |
| 30D | -71.2% | +9.0% | -80.2% | -73.4% |
| 3M | -94.5% | -5.6% | -89.0% | -94.1% |
| 6M | -96.5% | -10.7% | -85.9% | -96.2% |
| YTD | -99.6% | -17.2% | -82.5% | -99.6% |
| 1Y | -99.7% | -14.2% | -85.5% | -99.7% |
| All | -99.7% | -16.0% | -83.7% | -99.7% |
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