+2,968.0%
MPC vs AFL
+696.8%
+2,271.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | +0.2% |
| 7D | -16.2% | +0.1% | -16.3% | -16.4% |
| 30D | -15.7% | +10.0% | -25.8% | -22.1% |
| 3M | +24.9% | -1.6% | +26.5% | +25.6% |
| 6M | +52.7% | +10.5% | +42.1% | +39.4% |
| YTD | +131.9% | +14.3% | +117.6% | +104.9% |
| 1Y | +96.6% | +11.4% | +85.2% | +77.1% |
| 3Y | +163.8% | +62.4% | +101.3% | +65.9% |
| 5Y | +533.1% | +144.8% | +388.3% | +173.3% |
| 10Y | +1,118.6% | +356.2% | +762.5% | +227.0% |
| All | +2,968.0% | +696.8% | +2,271.2% | +461.6% |
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 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