+445.3%
MP vs AFL
+272.8%
+172.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | -2.9% | +0.6% | -3.4% | -3.1% |
| 30D | +13.8% | -6.2% | +20.0% | +17.0% |
| 3M | -16.7% | +2.2% | -18.9% | -18.8% |
| 6M | -11.5% | +5.3% | -16.8% | -15.5% |
| YTD | +7.9% | +8.0% | 0.0% | +0.9% |
| 1Y | -15.0% | +10.2% | -25.3% | -22.2% |
| 3Y | +153.5% | +67.1% | +86.4% | +62.7% |
| 5Y | +58.7% | +135.6% | -76.9% | -22.7% |
| All | +445.3% | +272.8% | +172.5% | +121.4% |
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