-100.0%
DFNS vs MPC
+1,128.1%
-1,228.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -2.3% |
| 7D | -42.8% | -9.4% | -33.4% | -43.9% |
| 30D | -67.6% | -14.3% | -53.2% | -68.5% |
| 3M | -94.9% | +31.1% | -126.0% | -94.6% |
| 6M | -96.7% | +60.3% | -157.0% | -96.4% |
| YTD | -99.6% | +142.5% | -242.1% | -99.6% |
| 1Y | -99.7% | +104.6% | -204.3% | -99.7% |
| 3Y | -100.0% | +191.7% | -291.7% | -100.0% |
| 5Y | -100.0% | +549.2% | -649.2% | -100.0% |
| All | -100.0% | +1,128.1% | -1,228.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling