-38.4%
MUU vs DFNS
-96.0%
+57.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +12.7% | +11.4% | +23.9% |
| 7D | -2.5% | -13.0% | +10.5% | -2.1% |
| 30D | -39.7% | -56.9% | +17.1% | -39.0% |
| 3M | -27.4% | -93.2% | +65.8% | -25.8% |
| 6M | -38.4% | -95.4% | +57.0% | -30.1% |
| All | -38.4% | -96.0% | +57.5% | -30.1% |
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