+284.4%
MUU vs DFNS
-95.6%
+380.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.6% | +11.0% | +11.6% |
| 7D | +17.4% | -16.0% | +33.4% | +17.4% |
| 30D | +24.0% | -77.7% | +101.7% | +23.7% |
| 3M | -23.9% | -77.2% | +53.3% | -15.3% |
| 6M | +284.4% | -95.2% | +379.6% | +164.3% |
| All | +284.4% | -95.6% | +380.0% | +164.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling