+3.1%
MDT vs AFRM
-25.2%
+28.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | -7.5% | +11.1% | +3.9% |
| 30D | +16.2% | -15.7% | +31.9% | +17.0% |
| 3M | +18.9% | -9.6% | +28.5% | +19.3% |
| 6M | +37.3% | +6.3% | +31.0% | +36.4% |
| YTD | +9.7% | -8.6% | +18.3% | +9.5% |
| 1Y | +15.2% | -7.6% | +22.8% | +14.7% |
| 3Y | +61.8% | +173.7% | -111.9% | +48.3% |
| 5Y | -1.4% | -56.9% | +55.5% | -12.4% |
| All | +3.1% | -25.2% | +28.3% | -8.7% |
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 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