-100.0%
DFNS vs MP
-13.9%
-86.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -6.0% | -13.6% | -20.0% |
| 7D | -37.4% | -19.0% | -18.5% | -38.4% |
| 30D | -65.8% | -30.5% | -35.3% | -66.7% |
| 3M | -95.0% | -29.6% | -65.4% | -95.1% |
| 6M | -95.8% | -50.4% | -45.4% | -96.2% |
| YTD | -99.5% | -33.2% | -66.3% | -99.6% |
| 1Y | -99.7% | -38.6% | -61.2% | -99.8% |
| 3Y | -100.0% | +105.5% | -205.5% | -100.0% |
| 5Y | -100.0% | -7.8% | -92.1% | -100.0% |
| All | -100.0% | -13.9% | -86.0% | -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 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