+18.1%
MCHP vs DFNS
-98.3%
+116.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.4% |
| 7D | +1.7% | -16.0% | +17.7% | +1.7% |
| 30D | -4.1% | -77.7% | +73.6% | -4.2% |
| 3M | -22.5% | -77.2% | +54.7% | -19.2% |
| 6M | +7.3% | -95.2% | +102.5% | +18.1% |
| YTD | +18.4% | -98.0% | +116.3% | +36.2% |
| 1Y | +18.1% | -98.3% | +116.4% | +44.9% |
| All | +18.1% | -98.3% | +116.4% | +44.9% |
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