+153.3%
MP vs AFRM
+232.3%
-79.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.1% |
| 7D | -2.9% | -7.0% | +4.1% | -1.2% |
| 30D | +13.8% | -7.8% | +21.6% | +16.0% |
| 3M | -16.7% | +5.3% | -22.0% | -18.1% |
| 6M | -11.5% | +42.6% | -54.1% | -19.5% |
| YTD | +7.9% | -2.8% | +10.7% | +6.7% |
| 1Y | -15.0% | -19.3% | +4.3% | -13.3% |
| All | +153.3% | +232.3% | -79.1% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling