+1,098.3%
MPC vs AFL
+342.1%
+756.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.0% |
| 7D | -8.8% | +2.1% | -10.9% | -10.5% |
| 30D | -14.4% | +10.6% | -25.0% | -21.5% |
| 3M | +21.9% | +4.4% | +17.6% | +17.1% |
| 6M | +60.1% | +13.1% | +47.0% | +42.8% |
| YTD | +142.3% | +16.6% | +125.7% | +109.2% |
| 1Y | +101.7% | +13.8% | +87.9% | +77.5% |
| 3Y | +184.8% | +65.7% | +119.1% | +70.4% |
| 5Y | +564.6% | +153.1% | +411.5% | +157.7% |
| 10Y | +1,098.3% | +335.9% | +762.5% | +215.6% |
| All | +1,098.3% | +342.1% | +756.3% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling