-99.9%
DFNS vs MMM
+57.9%
-157.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +0.8% | -1.6% | +2.4% | +0.8% |
| 30D | -73.2% | -8.0% | -65.2% | -73.2% |
| 3M | -72.4% | +9.4% | -81.8% | -72.1% |
| 6M | -95.2% | +10.2% | -105.5% | -95.1% |
| YTD | -98.0% | +6.1% | -104.1% | -98.0% |
| 1Y | -98.3% | +10.8% | -109.0% | -98.2% |
| 3Y | -99.9% | +104.8% | -204.7% | -99.9% |
| 5Y | -99.9% | +27.0% | -126.9% | -99.8% |
| All | -99.9% | +57.9% | -157.8% | -99.8% |
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