-100.0%
DFNS vs MPC
+600.5%
-700.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.4% |
| 7D | -6.0% | +11.2% | -17.2% | -3.7% |
| 30D | -71.2% | -14.5% | -56.7% | -72.5% |
| 3M | -94.5% | +16.7% | -111.2% | -94.3% |
| 6M | -96.5% | +67.6% | -164.1% | -96.1% |
| YTD | -99.6% | +157.9% | -257.6% | -99.5% |
| 1Y | -99.7% | +116.7% | -216.3% | -99.6% |
| 3Y | -100.0% | +199.8% | -299.7% | -100.0% |
| All | -100.0% | +600.5% | -700.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling