+443.0%
MP vs AFL
+264.9%
+178.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | -0.7% | -2.1% | +1.4% | +0.3% |
| 30D | -0.7% | -5.4% | +4.8% | +1.9% |
| 3M | 0.0% | -0.3% | +0.3% | -1.2% |
| 6M | -10.0% | +5.2% | -15.2% | -14.2% |
| YTD | +7.5% | +5.7% | +1.8% | +1.5% |
| 1Y | -14.0% | +10.2% | -24.2% | -21.5% |
| 3Y | +153.5% | +63.4% | +90.1% | +64.5% |
| 5Y | +62.7% | +133.0% | -70.3% | -20.4% |
| All | +443.0% | +264.9% | +178.1% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling