+9.0%
MCHP vs AFRM
-25.0%
+34.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +0.5% |
| 7D | +0.3% | -8.0% | +8.4% | +1.8% |
| 30D | -9.8% | -9.8% | 0.0% | -8.3% |
| 3M | -19.7% | +4.7% | -24.4% | -20.7% |
| 6M | +13.6% | +34.1% | -20.6% | +6.7% |
| YTD | +16.5% | -8.4% | +25.0% | +16.5% |
| 1Y | +15.7% | -22.9% | +38.6% | +18.3% |
| 3Y | 0.0% | +203.3% | -203.3% | -26.4% |
| 5Y | +4.4% | -26.0% | +30.4% | -19.9% |
| All | +9.0% | -25.0% | +34.0% | -17.3% |
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