-15.4%
MDLN vs AFRM
-1.7%
-13.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | -1.2% | +3.1% | -4.3% | -1.6% |
| 30D | -1.5% | -4.2% | +2.7% | -1.0% |
| 3M | +2.6% | +10.1% | -7.5% | +1.5% |
| 6M | -20.9% | +39.4% | -60.3% | -23.8% |
| YTD | -17.4% | -3.2% | -14.2% | -24.7% |
| All | -15.4% | -1.7% | -13.6% | -21.7% |
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