-100.0%
DFNS vs MP
+187.1%
-287.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.5% | -9.0% | -5.3% |
| 7D | -6.0% | +9.5% | -15.4% | -5.4% |
| 30D | -71.2% | -3.0% | -68.2% | -71.2% |
| 3M | -94.5% | -30.4% | -64.2% | -94.7% |
| 6M | -96.5% | -39.2% | -57.4% | -96.7% |
| YTD | -99.6% | -23.3% | -76.3% | -99.6% |
| 1Y | -99.7% | -32.6% | -67.1% | -99.7% |
| 3Y | -100.0% | +159.3% | -259.2% | -100.0% |
| 5Y | -100.0% | -16.4% | -83.5% | -100.0% |
| All | -100.0% | +187.1% | -287.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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