+27.5%
MDT vs DFNS
-99.9%
+127.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +0.4% | +0.8% | -0.4% | +0.4% |
| 30D | +6.0% | -73.2% | +79.2% | +6.0% |
| 3M | +15.5% | -72.4% | +88.0% | +15.5% |
| 6M | +3.4% | -95.2% | +98.6% | +3.2% |
| YTD | -2.2% | -98.0% | +95.8% | -2.4% |
| 1Y | +2.6% | -98.3% | +100.8% | +2.4% |
| 3Y | +27.5% | -99.9% | +127.4% | +25.1% |
| All | +27.5% | -99.9% | +127.4% | +25.1% |
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