-100.0%
DFNS vs MPC
+203.2%
-303.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.3% |
| 7D | -6.0% | +11.2% | -17.2% | -2.2% |
| 30D | -71.2% | -14.5% | -56.7% | -73.4% |
| 3M | -94.5% | +16.7% | -111.2% | -94.1% |
| 6M | -96.5% | +67.6% | -164.1% | -95.6% |
| YTD | -99.6% | +157.9% | -257.6% | -99.4% |
| 1Y | -99.7% | +116.7% | -216.3% | -99.6% |
| 3Y | -100.0% | +199.8% | -299.7% | -99.9% |
| All | -100.0% | +203.2% | -303.2% | -99.9% |
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