+254.1%
MP vs AFL
+294.5%
-40.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +5.7% |
| 7D | -10.5% | +0.1% | -10.7% | -10.7% |
| 30D | -23.5% | +10.0% | -33.6% | -27.1% |
| 3M | -25.4% | -1.6% | -23.9% | -25.3% |
| 6M | -51.3% | +10.5% | -61.8% | -54.5% |
| YTD | -29.9% | +14.3% | -44.2% | -36.4% |
| 1Y | -31.8% | +11.4% | -43.2% | -37.5% |
| 3Y | +127.0% | +62.4% | +64.6% | +51.7% |
| 5Y | -3.3% | +144.8% | -148.1% | -53.8% |
| All | +254.1% | +294.5% | -40.4% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling