+3,215.7%
MPC vs AFL
+716.4%
+2,499.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.1% |
| 7D | +2.6% | +1.4% | +1.1% | +1.4% |
| 30D | -12.2% | +9.7% | -21.9% | -18.7% |
| 3M | +20.1% | +5.5% | +14.6% | +14.5% |
| 6M | +60.6% | +11.2% | +49.4% | +46.0% |
| YTD | +150.6% | +17.1% | +133.5% | +117.2% |
| 1Y | +104.7% | +14.0% | +90.6% | +81.0% |
| 3Y | +194.5% | +66.3% | +128.2% | +81.9% |
| 5Y | +582.3% | +152.7% | +429.6% | +187.1% |
| 10Y | +1,135.3% | +341.3% | +793.9% | +239.0% |
| All | +3,215.7% | +716.4% | +2,499.4% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling