-0.9%
MCHP vs DFNS
-99.9%
+99.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | +0.3% | +4.6% | -4.3% | +0.3% |
| 30D | -9.8% | -73.9% | +64.1% | -9.9% |
| 3M | -19.7% | -71.7% | +52.0% | -19.6% |
| 6M | +13.6% | -94.6% | +108.1% | +13.6% |
| YTD | +16.5% | -98.1% | +114.6% | +16.5% |
| 1Y | +15.7% | -98.3% | +114.0% | +15.7% |
| All | -0.9% | -99.9% | +99.0% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling