+55.1%
MCHP vs DFNS
-99.9%
+154.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.0% |
| 7D | -2.1% | -3.3% | +1.2% | -2.1% |
| 30D | -11.1% | -73.1% | +62.0% | -11.2% |
| 3M | -18.1% | -71.4% | +53.3% | -18.0% |
| 6M | +10.8% | -93.8% | +104.6% | +10.8% |
| YTD | +14.2% | -98.0% | +112.3% | +14.2% |
| 1Y | +13.5% | -98.2% | +111.6% | +13.5% |
| 3Y | -2.0% | -99.9% | +97.9% | -2.9% |
| 5Y | +1.4% | -99.9% | +101.3% | +6.5% |
| All | +55.1% | -99.9% | +154.9% | +72.0% |
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