-8.6%
MCD vs AFRM
-13.2%
+4.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | -1.6% | -5.5% | +3.9% | -1.4% |
| 30D | +16.0% | -15.5% | +31.5% | +16.4% |
| 3M | 0.0% | -10.3% | +10.3% | +0.2% |
| 6M | +0.9% | +0.6% | +0.3% | +1.5% |
| YTD | -8.7% | -11.5% | +2.8% | -8.4% |
| 1Y | -8.6% | -16.6% | +8.0% | -6.4% |
| All | -8.6% | -13.2% | +4.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling