-99.7%
DFNS vs MP
-40.8%
-58.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -3.4% | +16.2% | +14.4% |
| 7D | -37.0% | -3.6% | -33.3% | -35.7% |
| 30D | -63.4% | -21.0% | -42.4% | -59.3% |
| 3M | -94.1% | -33.3% | -60.8% | -92.7% |
| 6M | -96.3% | -45.9% | -50.4% | -95.7% |
| YTD | -99.6% | -27.8% | -71.7% | -99.5% |
| 1Y | -99.7% | -43.2% | -56.5% | -99.7% |
| All | -99.7% | -40.8% | -58.9% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling