-99.6%
DFNS vs MPC
+122.9%
-222.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -8.1% | -10.2% | -19.9% |
| 7D | -27.7% | -10.9% | -16.8% | -29.8% |
| 30D | -58.0% | -9.4% | -48.6% | -58.7% |
| 3M | -94.0% | +26.0% | -119.9% | -93.3% |
| 6M | -94.6% | +56.5% | -151.1% | -94.2% |
| YTD | -99.4% | +144.3% | -243.7% | -99.4% |
| 1Y | -99.6% | +117.2% | -216.9% | -99.7% |
| All | -99.6% | +122.9% | -222.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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