+68.9%
MP vs AFL
+134.0%
-65.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.3% |
| 7D | +3.0% | -0.7% | +3.8% | +3.3% |
| 30D | +8.3% | -7.1% | +15.5% | +11.7% |
| 3M | -3.8% | +0.4% | -4.3% | -5.4% |
| 6M | -4.9% | +4.5% | -9.4% | -9.1% |
| YTD | +9.6% | +6.1% | +3.5% | +3.2% |
| 1Y | -11.7% | +10.6% | -22.3% | -19.7% |
| 3Y | +158.5% | +64.0% | +94.5% | +57.1% |
| 5Y | +68.9% | +133.7% | -64.8% | -34.0% |
| All | +68.9% | +134.0% | -65.1% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling