-94.0%
DFNS vs MLM
+1.8%
-95.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.4% | -20.7% | -17.4% |
| 7D | -27.7% | +9.1% | -36.8% | -26.2% |
| 30D | -58.0% | +14.6% | -72.6% | -55.8% |
| 3M | -94.0% | +0.3% | -94.3% | -94.2% |
| All | -94.0% | +1.8% | -95.7% | -94.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling