+24.7%
MDT vs DFNS
-100.0%
+124.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -19.4% | +18.7% | -0.6% |
| 7D | -3.7% | -12.7% | +9.0% | -3.7% |
| 30D | +8.6% | -65.2% | +73.8% | +8.6% |
| 3M | +12.2% | -94.6% | +106.8% | +12.2% |
| 6M | +33.7% | -96.2% | +130.0% | +33.7% |
| YTD | +7.8% | -99.6% | +107.4% | +7.6% |
| 1Y | +8.9% | -99.7% | +108.6% | +8.7% |
| 3Y | +57.6% | -100.0% | +157.6% | +57.0% |
| 5Y | -0.7% | -100.0% | +99.3% | -3.8% |
| All | +24.7% | -100.0% | +124.7% | +21.0% |
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