+855.4%
MU vs DFNS
-100.0%
+955.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -12.2% | +17.3% | +5.1% |
| 7D | -22.0% | -44.0% | +22.0% | -22.0% |
| 30D | -36.6% | -69.1% | +32.6% | -36.5% |
| 3M | -21.7% | -95.6% | +73.9% | -21.6% |
| 6M | +3.5% | -96.2% | +99.7% | +3.9% |
| YTD | +141.9% | -99.6% | +241.5% | +143.0% |
| 1Y | +189.8% | -99.7% | +289.6% | +191.1% |
| 3Y | +855.4% | -100.0% | +955.3% | +857.9% |
| All | +855.4% | -100.0% | +955.3% | +857.9% |
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