-9.6%
MDB vs AFRM
-27.6%
+18.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.5% |
| 7D | +11.6% | -5.5% | +17.0% | +13.5% |
| 30D | -8.9% | -15.5% | +6.5% | -4.0% |
| 3M | -22.4% | -10.3% | -12.1% | -20.1% |
| 6M | +10.1% | +0.6% | +9.4% | +8.4% |
| YTD | -19.0% | -11.5% | -7.5% | -17.7% |
| 1Y | -7.0% | -16.6% | +9.6% | -4.3% |
| 3Y | -9.8% | +193.5% | -203.4% | -47.4% |
| 5Y | -40.1% | -55.8% | +15.8% | -58.0% |
| All | -9.6% | -27.6% | +18.0% | -41.2% |
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