+171.7%
MPC vs AFL
+64.2%
+107.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.8% |
| 7D | +3.9% | -0.7% | +4.6% | +4.1% |
| 30D | +33.8% | -7.1% | +40.9% | +36.6% |
| 3M | +49.9% | +0.4% | +49.4% | +49.2% |
| 6M | +80.9% | +4.5% | +76.4% | +77.5% |
| YTD | +147.4% | +6.1% | +141.4% | +141.4% |
| 1Y | +123.2% | +10.6% | +112.6% | +114.6% |
| 3Y | +171.7% | +64.0% | +107.7% | +129.0% |
| All | +171.7% | +64.2% | +107.5% | +129.0% |
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