+163.8%
MPC vs AFL
+60.8%
+103.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -16.2% | +0.1% | -16.3% | -16.3% |
| 30D | -15.7% | +10.0% | -25.8% | -18.1% |
| 3M | +24.9% | -1.6% | +26.5% | +25.3% |
| 6M | +52.7% | +10.5% | +42.1% | +47.4% |
| YTD | +131.9% | +14.3% | +117.6% | +121.1% |
| 1Y | +96.6% | +11.4% | +85.2% | +89.1% |
| 3Y | +163.8% | +62.4% | +101.3% | +129.8% |
| All | +163.8% | +60.8% | +103.0% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling