-40.3%
MDB vs AFL
+152.6%
-192.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +3.0% | +1.4% | +1.5% | +2.5% |
| 30D | -11.3% | +9.7% | -21.0% | -14.2% |
| 3M | -23.0% | +5.5% | -28.5% | -24.6% |
| 6M | +14.8% | +11.2% | +3.6% | +9.5% |
| YTD | -19.4% | +17.1% | -36.5% | -24.9% |
| 1Y | -9.0% | +14.0% | -23.0% | -14.3% |
| 3Y | -10.3% | +66.3% | -76.6% | -32.7% |
| All | -40.3% | +152.6% | -192.9% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling