+138.7%
MRK vs DFNS
-100.0%
+238.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.5% |
| 7D | +0.7% | -6.0% | +6.7% | +0.7% |
| 30D | +0.3% | -71.2% | +71.5% | +0.2% |
| 3M | +9.7% | -94.5% | +104.2% | +9.4% |
| 6M | +32.0% | -96.5% | +128.5% | +31.9% |
| YTD | +43.3% | -99.6% | +142.9% | +43.0% |
| 1Y | +63.7% | -99.7% | +163.4% | +63.3% |
| 3Y | +58.0% | -100.0% | +158.0% | +56.6% |
| 5Y | +105.0% | -100.0% | +204.9% | +101.6% |
| All | +138.7% | -100.0% | +238.7% | +141.4% |
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 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