-29.3%
AFRM vs MLM
+72.0%
-101.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -0.1% |
| 7D | -7.3% | -4.1% | -3.2% | -2.4% |
| 30D | -9.6% | +8.2% | -17.7% | -17.6% |
| 3M | -11.1% | -3.6% | -7.5% | -7.4% |
| 6M | +3.9% | -15.6% | +19.4% | +24.1% |
| YTD | -8.5% | -16.4% | +7.9% | +7.9% |
| 1Y | +3.3% | -14.3% | +17.6% | +17.8% |
| 3Y | +213.7% | +19.3% | +194.4% | +116.5% |
| 5Y | -58.5% | +29.6% | -88.1% | -75.3% |
| All | -29.3% | +72.0% | -101.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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