-0.3%
MDT vs DFNS
-100.0%
+99.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.7% | -12.7% | 0.0% |
| 7D | -3.2% | -13.0% | +9.8% | -3.2% |
| 30D | +10.5% | -56.9% | +67.4% | +10.5% |
| 3M | +13.0% | -93.2% | +106.2% | +13.0% |
| 6M | +38.7% | -95.4% | +134.1% | +38.6% |
| YTD | +8.5% | -99.5% | +108.0% | +8.3% |
| 1Y | +10.0% | -99.6% | +109.7% | +9.8% |
| 3Y | +58.6% | -100.0% | +158.6% | +56.8% |
| 5Y | -0.3% | -100.0% | +99.7% | -4.4% |
| All | -0.3% | -100.0% | +99.7% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling