-10.0%
MCHP vs AFRM
-27.4%
+17.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.3% |
| 7D | -22.6% | -8.4% | -14.2% | -21.2% |
| 30D | -20.1% | -18.3% | -1.9% | -17.0% |
| 3M | -25.4% | -12.7% | -12.7% | -23.8% |
| 6M | -38.4% | +3.0% | -41.5% | -39.1% |
| YTD | -3.7% | -11.4% | +7.7% | -3.2% |
| 1Y | +11.7% | -13.3% | +25.1% | +12.5% |
| 3Y | -16.1% | +194.0% | -210.1% | -37.1% |
| 5Y | -16.9% | -50.6% | +33.7% | -32.8% |
| All | -10.0% | -27.4% | +17.5% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling