+6.1%
MCHP vs AFRM
-21.7%
+27.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.8% | +3.1% | -0.3% | +2.1% |
| 30D | -12.8% | -4.2% | -8.6% | -12.3% |
| 3M | -19.2% | +10.1% | -29.3% | -21.0% |
| 6M | +14.5% | +39.4% | -24.9% | +6.4% |
| YTD | +17.1% | -3.2% | +20.3% | +15.9% |
| 1Y | +15.3% | -16.1% | +31.4% | +16.1% |
| 3Y | +0.5% | +220.8% | -220.3% | -28.4% |
| 5Y | +6.1% | -17.7% | +23.7% | -20.6% |
| All | +6.1% | -21.7% | +27.8% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling