-99.9%
DFNS vs MTB
+183.9%
-283.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | +1.7% | -17.7% | -15.5% |
| 30D | -77.7% | -4.2% | -73.5% | -78.0% |
| 3M | -77.2% | +8.9% | -86.0% | -76.3% |
| 6M | -95.2% | +10.9% | -106.1% | -95.0% |
| YTD | -98.0% | +21.5% | -119.5% | -97.8% |
| 1Y | -98.3% | +21.9% | -120.2% | -98.1% |
| 3Y | -99.9% | +109.2% | -209.1% | -99.9% |
| 5Y | -99.9% | +102.0% | -201.8% | -99.8% |
| All | -99.9% | +183.9% | -283.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling