-100.0%
DFNS vs MPC
+160.2%
-260.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.2% | -11.0% | -12.6% |
| 7D | -44.0% | -16.2% | -27.8% | -48.2% |
| 30D | -69.1% | -15.7% | -53.4% | -71.3% |
| 3M | -95.6% | +24.9% | -120.5% | -95.1% |
| 6M | -96.2% | +52.7% | -148.8% | -95.4% |
| YTD | -99.6% | +131.9% | -231.5% | -99.4% |
| 1Y | -99.7% | +96.6% | -196.4% | -99.7% |
| 3Y | -100.0% | +163.8% | -263.8% | -100.0% |
| All | -100.0% | +160.2% | -260.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling