-37.3%
MP vs AFL
+13.5%
-50.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +1.5% |
| 7D | +11.0% | +0.2% | +10.8% | +11.3% |
| 30D | -11.7% | +8.6% | -20.4% | -3.2% |
| 3M | -30.8% | +5.3% | -36.1% | -26.5% |
| 6M | -42.9% | +10.0% | -52.9% | -36.5% |
| YTD | -25.9% | +16.5% | -42.4% | -13.8% |
| 1Y | -37.3% | +12.7% | -50.0% | -29.9% |
| All | -37.3% | +13.5% | -50.8% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling