+132.4%
MRK vs DFNS
-99.9%
+232.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -1.9% |
| 7D | -5.0% | -3.3% | -1.7% | -5.0% |
| 30D | +11.0% | -73.1% | +84.1% | +10.8% |
| 3M | +22.4% | -71.4% | +93.8% | +22.5% |
| 6M | +25.4% | -93.8% | +119.2% | +25.4% |
| YTD | +39.5% | -98.0% | +137.5% | +39.4% |
| 1Y | +78.0% | -98.2% | +176.1% | +77.9% |
| 3Y | +45.5% | -99.9% | +145.4% | +44.4% |
| 5Y | +130.3% | -99.9% | +230.1% | +126.8% |
| All | +132.4% | -99.9% | +232.3% | +135.3% |
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