-100.0%
DFNS vs MP
-5.6%
-94.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.9% | -17.2% | -11.9% |
| 7D | -44.0% | -10.5% | -33.5% | -44.5% |
| 30D | -69.1% | -23.5% | -45.6% | -69.7% |
| 3M | -95.6% | -25.4% | -70.2% | -95.7% |
| 6M | -96.2% | -51.3% | -44.9% | -96.5% |
| YTD | -99.6% | -29.9% | -69.7% | -99.6% |
| 1Y | -99.7% | -31.8% | -67.9% | -99.7% |
| 3Y | -100.0% | +127.0% | -227.0% | -100.0% |
| All | -100.0% | -5.6% | -94.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling