-18.2%
MDT vs AFL
+133.8%
-152.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | +0.2% | -4.0% | +4.3% | +1.7% |
| 3M | +14.3% | -0.5% | +14.8% | +14.4% |
| 6M | +4.0% | +6.5% | -2.5% | +1.5% |
| YTD | -3.7% | +6.2% | -9.8% | -6.1% |
| 1Y | -0.4% | +8.3% | -8.6% | -3.6% |
| 3Y | +23.3% | +62.5% | -39.2% | +1.2% |
| All | -18.2% | +133.8% | -152.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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