+12.2%
MDT vs DFNS
-99.9%
+112.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -1.6% | -3.3% | +1.8% | -1.6% |
| 30D | +1.0% | -73.1% | +74.1% | +1.1% |
| 3M | +15.2% | -71.4% | +86.6% | +15.2% |
| 6M | +3.7% | -93.8% | +97.5% | +3.6% |
| YTD | -3.0% | -98.0% | +95.1% | -3.2% |
| 1Y | +2.5% | -98.2% | +100.6% | +2.3% |
| 3Y | +26.5% | -99.9% | +126.3% | +25.9% |
| 5Y | -18.3% | -99.9% | +81.6% | -20.9% |
| All | +12.2% | -99.9% | +112.1% | +8.8% |
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