-12.9%
MDB vs AFRM
-25.2%
+12.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.8% | +4.7% |
| 7D | -0.9% | -7.5% | +6.6% | +1.6% |
| 30D | -15.2% | -15.7% | +0.5% | -10.5% |
| 3M | -17.9% | -9.6% | -8.3% | -15.6% |
| 6M | +9.3% | +6.3% | +3.0% | +5.8% |
| YTD | -22.0% | -8.6% | -13.4% | -21.5% |
| 1Y | -9.3% | -7.6% | -1.7% | -9.7% |
| 3Y | -10.4% | +173.7% | -184.0% | -46.5% |
| 5Y | -43.2% | -56.9% | +13.6% | -60.4% |
| All | -12.9% | -25.2% | +12.3% | -43.9% |
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