+396.7%
MCK vs AFRM
-21.4%
+418.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | +0.1% |
| 7D | -2.9% | -1.3% | -1.7% | -2.9% |
| 30D | +0.4% | -2.7% | +3.1% | +0.4% |
| 3M | +12.1% | +7.4% | +4.7% | +12.2% |
| 6M | -5.4% | +40.7% | -46.1% | -5.2% |
| YTD | +7.8% | -4.0% | +11.8% | +7.9% |
| 1Y | +22.9% | -12.2% | +35.2% | +23.0% |
| 3Y | +110.7% | +203.1% | -92.4% | +110.6% |
| 5Y | +346.2% | -42.2% | +388.4% | +352.5% |
| All | +396.7% | -21.4% | +418.1% | +405.4% |
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