-19.0%
MDB vs AFRM
-23.4%
+4.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.8% | +0.6% | -4.7% |
| 7D | -20.9% | -6.9% | -14.0% | -19.0% |
| 30D | -15.6% | -7.0% | -8.6% | -13.7% |
| 3M | -19.1% | -11.2% | -7.8% | -16.3% |
| 6M | +14.2% | +4.3% | +9.9% | +11.2% |
| YTD | -27.4% | -6.4% | -21.0% | -27.5% |
| 1Y | -13.0% | -2.6% | -10.4% | -15.2% |
| 3Y | -11.2% | +210.6% | -221.8% | -49.5% |
| 5Y | -45.2% | -57.6% | +12.4% | -61.9% |
| All | -19.0% | -23.4% | +4.4% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling