+60.0%
MCD vs DFNS
-100.0%
+160.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.7% | -15.3% | -2.6% |
| 7D | -1.9% | -13.0% | +11.0% | -1.9% |
| 30D | +16.6% | -56.9% | +73.5% | +16.5% |
| 3M | +0.9% | -93.2% | +94.2% | +0.7% |
| 6M | +1.5% | -95.4% | +96.9% | +1.3% |
| YTD | -8.3% | -99.5% | +91.2% | -8.7% |
| 1Y | -8.1% | -99.6% | +91.5% | -8.5% |
| 3Y | +10.3% | -100.0% | +110.3% | +9.2% |
| 5Y | +23.4% | -100.0% | +123.4% | +19.0% |
| All | +60.0% | -100.0% | +160.0% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling