-11.9%
MDB vs AFRM
+167.0%
-178.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.3% |
| 7D | -1.0% | -8.4% | +7.4% | +1.5% |
| 30D | -14.0% | -18.3% | +4.3% | -8.9% |
| 3M | -20.3% | -12.7% | -7.6% | -17.4% |
| 6M | +10.9% | +3.0% | +7.8% | +9.0% |
| YTD | -20.9% | -11.4% | -9.5% | -19.7% |
| 1Y | -11.2% | -13.3% | +2.1% | -9.8% |
| 3Y | -11.9% | +194.0% | -205.9% | -35.8% |
| All | -11.9% | +167.0% | -178.9% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling