+7,787.5%
MDT vs AFL
+18,474.8%
-10,687.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.3% | -2.1% | +1.8% | +0.3% |
| 30D | +2.8% | -5.4% | +8.2% | +4.3% |
| 3M | +13.1% | -0.3% | +13.4% | +13.1% |
| 6M | +2.3% | +5.2% | -2.9% | +0.9% |
| YTD | -2.7% | +5.7% | -8.4% | -4.3% |
| 1Y | +0.9% | +10.2% | -9.4% | -2.0% |
| 3Y | +26.8% | +63.4% | -36.6% | +10.2% |
| 5Y | -19.5% | +133.0% | -152.5% | -36.7% |
| 10Y | +40.6% | +299.5% | -259.0% | -5.0% |
| All | +7,787.5% | +18,474.8% | -10,687.3% | +1,742.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling