+64.3%
MCD vs DFNS
-100.0%
+164.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.8% | -12.6% | +0.3% |
| 7D | +7.3% | -37.0% | +44.2% | +7.2% |
| 30D | +20.0% | -63.4% | +83.3% | +19.8% |
| 3M | +3.8% | -94.1% | +97.9% | +3.6% |
| 6M | +3.8% | -96.3% | +100.1% | +3.6% |
| YTD | -5.9% | -99.6% | +93.7% | -6.2% |
| 1Y | -3.2% | -99.7% | +96.5% | -3.7% |
| 3Y | +13.3% | -100.0% | +113.3% | +12.1% |
| 5Y | +25.2% | -100.0% | +125.2% | +20.8% |
| All | +64.3% | -100.0% | +164.3% | +59.0% |
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