+48.9%
MCD vs DFNS
-99.9%
+148.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.8% | -16.0% | +13.2% | -2.8% |
| 30D | -6.0% | -77.7% | +71.7% | -6.1% |
| 3M | -5.6% | -77.2% | +71.6% | -5.6% |
| 6M | -21.9% | -95.2% | +73.3% | -22.0% |
| YTD | -14.7% | -98.0% | +83.3% | -14.9% |
| 1Y | -17.3% | -98.3% | +81.0% | -17.5% |
| 3Y | -2.2% | -99.9% | +97.7% | -3.1% |
| 5Y | +20.3% | -99.9% | +120.1% | +16.0% |
| All | +48.9% | -99.9% | +148.7% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling