-100.0%
DFNS vs MMM
+78.5%
-178.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.4% | +12.4% | +12.8% |
| 7D | -37.0% | +7.0% | -43.9% | -36.8% |
| 30D | -63.4% | +18.4% | -81.8% | -63.4% |
| 3M | -94.1% | +4.5% | -98.6% | -94.1% |
| 6M | -96.3% | +33.4% | -129.7% | -96.2% |
| YTD | -99.6% | +20.0% | -119.5% | -99.6% |
| 1Y | -99.7% | +15.0% | -114.7% | -99.7% |
| 3Y | -100.0% | +165.0% | -265.0% | -100.0% |
| 5Y | -100.0% | +47.9% | -147.9% | -100.0% |
| All | -100.0% | +78.5% | -178.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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