-100.0%
DFNS vs MP
+172.1%
-272.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.8% |
| 7D | -13.0% | +2.3% | -15.3% | -12.9% |
| 30D | -56.9% | -15.3% | -41.6% | -57.3% |
| 3M | -93.2% | -33.5% | -59.7% | -93.4% |
| 6M | -95.4% | -45.5% | -49.9% | -95.7% |
| YTD | -99.5% | -27.3% | -72.2% | -99.5% |
| 1Y | -99.6% | -40.7% | -58.9% | -99.7% |
| 3Y | -100.0% | +145.9% | -245.8% | -100.0% |
| 5Y | -100.0% | -13.9% | -86.1% | -100.0% |
| All | -100.0% | +172.1% | -272.0% | -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