+57.1%
MP vs AFRM
-20.4%
+77.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.0% |
| 7D | -2.9% | -7.0% | +4.1% | -1.3% |
| 30D | +13.8% | -7.8% | +21.6% | +15.9% |
| 3M | -16.7% | +5.3% | -22.0% | -18.0% |
| 6M | -11.5% | +42.6% | -54.1% | -19.2% |
| YTD | +7.9% | -2.8% | +10.7% | +7.1% |
| 1Y | -15.0% | -19.3% | +4.3% | -12.9% |
| 3Y | +153.5% | +231.0% | -77.5% | +67.2% |
| 5Y | +58.7% | -22.2% | +80.9% | +13.7% |
| All | +57.1% | -20.4% | +77.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling