+3.5%
MP vs AFRM
-16.8%
+20.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.0% | -10.1% | -6.3% |
| 7D | -12.5% | +3.1% | -15.6% | -13.2% |
| 30D | -23.3% | +1.1% | -24.5% | -23.6% |
| 3M | -24.4% | -3.2% | -21.1% | -24.0% |
| 6M | -45.8% | +12.7% | -58.4% | -47.7% |
| YTD | -28.9% | +1.6% | -30.5% | -30.4% |
| 1Y | -34.6% | +5.9% | -40.4% | -36.7% |
| 3Y | +118.7% | +237.0% | -118.3% | +44.8% |
| 5Y | -3.1% | -55.1% | +52.1% | -25.0% |
| All | +3.5% | -16.8% | +20.3% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling