-100.0%
DFNS vs MUB
+11.9%
-111.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.1% | -12.3% | -11.6% |
| 7D | -44.0% | +0.7% | -44.7% | -40.6% |
| 30D | -69.1% | +4.4% | -73.5% | -58.7% |
| 3M | -95.6% | -0.2% | -95.5% | -95.8% |
| 6M | -96.2% | -0.6% | -95.6% | -96.8% |
| YTD | -99.6% | +0.3% | -99.9% | -99.6% |
| 1Y | -99.7% | +0.8% | -100.5% | -99.8% |
| 3Y | -100.0% | +12.0% | -112.0% | -100.0% |
| All | -100.0% | +11.9% | -111.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling