-99.9%
DFNS vs MTB
+102.5%
-202.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -1.1% |
| 7D | +0.8% | +2.8% | -2.0% | +2.4% |
| 30D | -73.2% | -4.2% | -69.0% | -73.8% |
| 3M | -72.4% | +7.8% | -80.2% | -71.0% |
| 6M | -95.2% | +14.8% | -110.0% | -94.8% |
| YTD | -98.0% | +20.8% | -118.8% | -97.8% |
| 1Y | -98.3% | +23.1% | -121.4% | -98.0% |
| 3Y | -99.9% | +114.8% | -214.7% | -99.9% |
| 5Y | -99.9% | +103.3% | -203.1% | -99.8% |
| All | -99.9% | +102.5% | -202.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling