-99.9%
DFNS vs MUB
+4.2%
-104.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -6.4% |
| 7D | +4.6% | -0.7% | +5.4% | +2.0% |
| 30D | -73.9% | -2.0% | -71.9% | -75.8% |
| 3M | -71.7% | -2.5% | -69.2% | -75.1% |
| 6M | -94.6% | -2.3% | -92.2% | -95.3% |
| YTD | -98.1% | -1.3% | -96.8% | -98.2% |
| 1Y | -98.3% | +1.1% | -99.4% | -98.2% |
| 3Y | -99.9% | +8.2% | -108.1% | -99.9% |
| 5Y | -99.9% | +1.5% | -101.3% | -99.9% |
| All | -99.9% | +4.2% | -104.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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