-99.9%
DFNS vs MPC
+645.9%
-745.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | -16.0% | +5.4% | -21.4% | -14.7% |
| 30D | -77.7% | +31.0% | -108.7% | -76.1% |
| 3M | -77.2% | +46.0% | -123.2% | -74.9% |
| 6M | -95.2% | +77.3% | -172.5% | -94.5% |
| YTD | -98.0% | +141.9% | -239.9% | -97.5% |
| 1Y | -98.3% | +120.9% | -219.2% | -97.9% |
| 3Y | -99.9% | +182.7% | -282.6% | -99.8% |
| All | -99.9% | +645.9% | -745.8% | -99.8% |
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