-99.6%
DFNS vs MUB
+0.7%
-100.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.5% | +11.2% |
| 7D | -13.0% | +0.4% | -13.4% | -16.1% |
| 30D | -56.9% | +3.9% | -60.8% | -68.7% |
| 3M | -93.2% | -0.2% | -93.0% | -91.9% |
| 6M | -95.4% | -0.4% | -95.1% | -94.5% |
| YTD | -99.5% | +0.5% | -100.0% | -99.4% |
| All | -99.6% | +0.7% | -100.4% | -99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling