-5.0%
MCD vs DFNS
-99.8%
+94.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.2% | +11.7% | -0.6% |
| 7D | +7.1% | -44.0% | +51.1% | +7.1% |
| 30D | +19.8% | -69.1% | +88.9% | +19.7% |
| 3M | +0.8% | -95.6% | +96.4% | +0.7% |
| 6M | -1.3% | -96.2% | +94.9% | -4.1% |
| YTD | -7.8% | -99.6% | +91.8% | -10.9% |
| 1Y | -5.0% | -99.7% | +94.8% | -8.8% |
| All | -5.0% | -99.8% | +94.8% | -8.8% |
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 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