-24.7%
MDB vs AFRM
-23.1%
-1.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.2% |
| 7D | -17.4% | -7.0% | -10.5% | -15.7% |
| 30D | -2.0% | -7.8% | +5.8% | +0.5% |
| 3M | -3.0% | +5.3% | -8.3% | -5.5% |
| 6M | +48.7% | +42.6% | +6.0% | +28.9% |
| YTD | -12.1% | -2.8% | -9.3% | -13.4% |
| 1Y | +14.5% | -19.3% | +33.8% | +18.2% |
| 3Y | -6.1% | +231.0% | -237.1% | -53.0% |
| All | -24.7% | -23.1% | -1.6% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling