+2,423.9%
MUU vs DFNS
-96.5%
+2,520.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.9% | -9.3% |
| 7D | +3.6% | -3.3% | +6.9% | +3.6% |
| 30D | +22.3% | -73.1% | +95.4% | +22.3% |
| 3M | -8.2% | -71.4% | +63.2% | -7.6% |
| 6M | +256.3% | -93.8% | +350.2% | +258.8% |
| YTD | +534.4% | -98.0% | +632.5% | +538.7% |
| 1Y | +2,163.5% | -98.2% | +2,261.7% | +2,180.2% |
| All | +2,423.9% | -96.5% | +2,520.4% | +2,538.9% |
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 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