+53.0%
MDT vs AFRM
+203.8%
-150.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.8% |
| 7D | +5.4% | -7.3% | +12.7% | +5.7% |
| 30D | +19.1% | -9.6% | +28.6% | +19.4% |
| 3M | +19.5% | -11.1% | +30.5% | +19.8% |
| 6M | +33.5% | +3.9% | +29.6% | +32.9% |
| YTD | +8.7% | -8.5% | +17.2% | +8.5% |
| 1Y | +16.8% | +3.3% | +13.5% | +15.9% |
| 3Y | +53.0% | +213.7% | -160.8% | +55.1% |
| All | +53.0% | +203.8% | -150.8% | +55.1% |
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