+49.8%
MCD vs AFRM
-23.4%
+73.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.1% | -0.6% |
| 7D | +8.0% | -6.9% | +14.9% | +8.2% |
| 30D | +19.6% | -7.0% | +26.6% | +19.8% |
| 3M | +2.2% | -11.2% | +13.4% | +2.4% |
| 6M | -1.1% | +4.3% | -5.4% | -1.4% |
| YTD | -7.2% | -6.4% | -0.8% | -7.4% |
| 1Y | -6.7% | -2.6% | -4.1% | -7.0% |
| 3Y | +11.6% | +210.6% | -199.0% | +6.6% |
| 5Y | +22.6% | -57.6% | +80.2% | +17.7% |
| All | +49.8% | -23.4% | +73.2% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling