-24.5%
MDB vs AFL
+133.0%
-157.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -4.5% | -2.1% | -2.4% | -3.8% |
| 30D | -14.0% | -5.4% | -8.6% | -12.5% |
| 3M | +5.3% | -0.3% | +5.6% | +4.7% |
| 6M | +31.9% | +5.2% | +26.7% | +28.2% |
| YTD | -14.6% | +5.7% | -20.3% | -17.3% |
| 1Y | +8.2% | +10.2% | -2.0% | +2.6% |
| 3Y | -5.0% | +63.4% | -68.4% | -28.7% |
| 5Y | -24.5% | +133.0% | -157.5% | -55.2% |
| All | -24.5% | +133.0% | -157.5% | -55.2% |
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