+995.4%
MU vs DFNS
-100.0%
+1,095.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +12.7% | -0.8% | +11.9% |
| 7D | +2.0% | -13.0% | +15.0% | +2.0% |
| 30D | -18.0% | -56.9% | +38.9% | -17.9% |
| 3M | -6.6% | -93.2% | +86.6% | -6.5% |
| 6M | +2.0% | -95.4% | +97.5% | +2.4% |
| YTD | +184.5% | -99.5% | +284.0% | +185.6% |
| 1Y | +236.9% | -99.6% | +336.5% | +238.3% |
| All | +995.4% | -100.0% | +1,095.4% | +985.7% |
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