-9.1%
MDB vs AFL
+62.8%
-71.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -4.5% | -2.1% | -2.4% | -4.4% |
| 30D | -14.0% | -5.4% | -8.6% | -13.7% |
| 3M | +5.3% | -0.3% | +5.6% | +4.8% |
| 6M | +31.9% | +5.2% | +26.7% | +30.3% |
| YTD | -14.6% | +5.7% | -20.3% | -15.7% |
| 1Y | +8.2% | +10.2% | -2.0% | +5.9% |
| All | -9.1% | +62.8% | -71.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling