-51.3%
MP vs AFL
+9.5%
-60.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +2.6% |
| 7D | -10.5% | +0.1% | -10.7% | -10.2% |
| 30D | -23.5% | +10.0% | -33.6% | -12.2% |
| 3M | -25.4% | -1.6% | -23.9% | -28.3% |
| 6M | -51.3% | +10.5% | -61.8% | -44.7% |
| All | -51.3% | +9.5% | -60.7% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling