+121.7%
MPC vs AFL
+10.3%
+111.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.2% | -2.1% | +5.3% | +3.6% |
| 30D | +25.0% | -5.4% | +30.5% | +26.1% |
| 3M | +55.2% | -0.3% | +55.4% | +54.0% |
| 6M | +86.4% | +5.2% | +81.2% | +83.0% |
| YTD | +148.5% | +5.7% | +142.8% | +142.8% |
| 1Y | +121.7% | +10.2% | +111.5% | +118.2% |
| All | +121.7% | +10.3% | +111.4% | +118.2% |
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