+8.9%
MDT vs DFNS
-99.7%
+108.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -19.4% | +18.7% | -0.5% |
| 7D | -3.7% | -12.7% | +9.0% | -3.6% |
| 30D | +8.6% | -65.2% | +73.8% | +9.1% |
| 3M | +12.2% | -94.6% | +106.8% | +13.8% |
| 6M | +33.7% | -96.2% | +130.0% | +33.4% |
| YTD | +7.8% | -99.6% | +107.4% | +8.4% |
| 1Y | +8.9% | -99.7% | +108.6% | +10.0% |
| All | +8.9% | -99.7% | +108.6% | +10.0% |
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 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