+127.0%
MP vs AFRM
+203.8%
-76.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +5.5% |
| 7D | -10.5% | -7.3% | -3.2% | -8.9% |
| 30D | -23.5% | -9.6% | -14.0% | -21.6% |
| 3M | -25.4% | -11.1% | -14.4% | -23.5% |
| 6M | -51.3% | +3.9% | -55.1% | -52.1% |
| YTD | -29.9% | -8.5% | -21.4% | -29.8% |
| 1Y | -31.8% | +3.3% | -35.1% | -33.7% |
| 3Y | +127.0% | +213.7% | -86.7% | +45.1% |
| All | +127.0% | +203.8% | -76.8% | +45.1% |
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