-1.5%
MCD vs AFRM
+232.3%
-233.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.5% |
| 7D | -2.8% | -7.0% | +4.1% | -2.7% |
| 30D | -6.0% | -7.8% | +1.8% | -5.9% |
| 3M | -5.6% | +5.3% | -10.9% | -5.7% |
| 6M | -21.9% | +42.6% | -64.5% | -22.4% |
| YTD | -14.7% | -2.8% | -11.9% | -14.8% |
| 1Y | -17.3% | -19.3% | +2.0% | -17.1% |
| All | -1.5% | +232.3% | -233.9% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling