+117.2%
MPC vs AFL
+18.6%
+98.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.0% | -9.1% | -8.3% |
| 7D | -10.9% | +2.9% | -13.8% | -11.4% |
| 30D | -9.4% | +11.5% | -20.9% | -11.5% |
| 3M | +26.0% | +0.6% | +25.3% | +25.5% |
| 6M | +56.5% | +11.7% | +44.8% | +51.2% |
| YTD | +144.3% | +15.4% | +128.9% | +131.9% |
| 1Y | +117.2% | +17.6% | +99.7% | +106.6% |
| All | +117.2% | +18.6% | +98.7% | +106.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling