-99.9%
DFNS vs MTB
+181.8%
-281.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.7% |
| 7D | +4.6% | +1.1% | +3.6% | +5.0% |
| 30D | -73.9% | -4.6% | -69.3% | -74.3% |
| 3M | -71.7% | +6.3% | -78.0% | -70.9% |
| 6M | -94.6% | +15.6% | -110.2% | -94.2% |
| YTD | -98.1% | +20.6% | -118.6% | -97.9% |
| 1Y | -98.3% | +22.5% | -120.8% | -98.2% |
| 3Y | -99.9% | +114.4% | -214.3% | -99.9% |
| 5Y | -99.9% | +101.9% | -201.8% | -99.8% |
| All | -99.9% | +181.8% | -281.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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