+345.8%
MCK vs AFRM
-38.8%
+384.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.4% | -8.5% | +4.1% | -4.5% |
| 30D | -2.2% | -11.4% | +9.1% | -2.3% |
| 3M | +11.6% | +8.2% | +3.3% | +11.7% |
| 6M | -4.9% | +36.6% | -41.6% | -4.6% |
| YTD | +7.7% | -8.7% | +16.4% | +7.8% |
| 1Y | +25.2% | -19.9% | +45.1% | +25.2% |
| 3Y | +112.1% | +202.6% | -90.4% | +112.6% |
| 5Y | +345.8% | -45.0% | +390.9% | +361.4% |
| All | +345.8% | -38.8% | +384.6% | +361.4% |
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 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