-20.7%
MDLN vs AFRM
-2.6%
-18.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.6% | -0.3% |
| 7D | -11.1% | -1.3% | -9.8% | -10.9% |
| 30D | -8.4% | -2.7% | -5.7% | -8.0% |
| 3M | -12.4% | +7.4% | -19.8% | -13.1% |
| 6M | -23.3% | +40.7% | -63.9% | -26.0% |
| YTD | -22.5% | -4.0% | -18.5% | -29.3% |
| All | -20.7% | -2.6% | -18.0% | -26.5% |
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 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