+264.6%
MP vs AFL
+302.7%
-38.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.0% |
| 7D | -3.6% | +2.1% | -5.7% | -4.6% |
| 30D | -21.0% | +10.6% | -31.5% | -24.8% |
| 3M | -33.3% | +4.4% | -37.7% | -34.9% |
| 6M | -45.9% | +13.1% | -59.0% | -50.1% |
| YTD | -27.8% | +16.6% | -44.5% | -35.1% |
| 1Y | -43.2% | +13.8% | -57.0% | -48.4% |
| 3Y | +144.0% | +65.7% | +78.4% | +61.7% |
| 5Y | -6.1% | +153.1% | -159.2% | -55.9% |
| All | +264.6% | +302.7% | -38.1% | +42.3% |
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