-3.9%
MCD vs DFNS
-99.6%
+95.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -18.3% | +24.9% | +6.5% |
| 7D | +11.9% | -27.7% | +39.5% | +11.9% |
| 30D | +20.2% | -58.0% | +78.2% | +20.2% |
| 3M | +5.2% | -94.0% | +99.2% | +5.2% |
| 6M | 0.0% | -94.6% | +94.6% | -1.8% |
| YTD | -6.5% | -99.4% | +92.9% | -6.3% |
| 1Y | -3.9% | -99.6% | +95.7% | -3.4% |
| All | -3.9% | -99.6% | +95.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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