-99.9%
DFNS vs MP
+58.1%
-157.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.7% |
| 7D | -16.0% | -2.9% | -13.1% | -16.2% |
| 30D | -77.7% | +13.8% | -91.5% | -77.4% |
| 3M | -77.2% | -16.7% | -60.5% | -78.2% |
| 6M | -95.2% | -11.5% | -83.7% | -95.3% |
| YTD | -98.0% | +7.9% | -105.9% | -97.9% |
| 1Y | -98.3% | -15.0% | -83.2% | -98.3% |
| 3Y | -99.9% | +153.5% | -253.4% | -99.8% |
| All | -99.9% | +58.1% | -157.9% | -99.8% |
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