-99.9%
DFNS vs MLM
+15.1%
-115.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.5% |
| 7D | -16.0% | -2.9% | -13.1% | -15.7% |
| 30D | -77.7% | -6.8% | -70.9% | -77.5% |
| 3M | -77.2% | -11.2% | -65.9% | -77.4% |
| 6M | -95.2% | -21.8% | -73.3% | -95.4% |
| YTD | -98.0% | -17.0% | -81.0% | -98.0% |
| 1Y | -98.3% | -16.4% | -81.9% | -98.3% |
| All | -99.9% | +15.1% | -115.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling