-16.8%
MDB vs AFRM
-25.1%
+8.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.4% |
| 7D | -11.4% | -7.3% | -4.1% | -9.2% |
| 30D | -13.8% | -9.6% | -4.3% | -11.1% |
| 3M | -15.5% | -11.1% | -4.4% | -12.7% |
| 6M | +17.9% | +3.9% | +14.1% | +15.0% |
| YTD | -25.5% | -8.5% | -17.0% | -25.0% |
| 1Y | -12.1% | +3.3% | -15.3% | -15.7% |
| 3Y | -5.9% | +213.7% | -219.6% | -46.7% |
| 5Y | -43.7% | -58.5% | +14.8% | -60.6% |
| All | -16.8% | -25.1% | +8.3% | -46.4% |
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