-95.8%
DFNS vs MP
-49.8%
-46.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -6.0% | -13.6% | -14.9% |
| 7D | -37.4% | -19.0% | -18.5% | -25.8% |
| 30D | -65.8% | -30.5% | -35.3% | -54.5% |
| 3M | -95.0% | -29.6% | -65.4% | -93.4% |
| 6M | -95.8% | -50.4% | -45.4% | -95.7% |
| All | -95.8% | -49.8% | -46.0% | -95.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling