+22.6%
MCD vs DFNS
-100.0%
+122.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.4% | +18.9% | -0.4% |
| 7D | -1.6% | -12.7% | +11.1% | -1.6% |
| 30D | +16.0% | -65.2% | +81.3% | +15.9% |
| 3M | 0.0% | -94.6% | +94.5% | -0.3% |
| 6M | +0.9% | -96.2% | +97.2% | +0.8% |
| YTD | -8.7% | -99.6% | +90.9% | -9.1% |
| 1Y | -8.6% | -99.7% | +91.1% | -9.0% |
| 3Y | +9.9% | -100.0% | +109.8% | +8.1% |
| 5Y | +22.6% | -100.0% | +122.6% | +20.1% |
| All | +22.6% | -100.0% | +122.6% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling