+913.5%
MPC vs AFRM
-27.4%
+940.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | -8.8% | -8.4% | -0.5% | -8.4% |
| 30D | -14.4% | -18.3% | +3.9% | -13.5% |
| 3M | +21.9% | -12.7% | +34.6% | +22.5% |
| 6M | +60.1% | +3.0% | +57.1% | +58.9% |
| YTD | +142.3% | -11.4% | +153.7% | +141.7% |
| 1Y | +101.7% | -13.3% | +115.0% | +101.1% |
| 3Y | +184.8% | +194.0% | -9.3% | +157.8% |
| 5Y | +564.6% | -50.6% | +615.2% | +497.4% |
| All | +913.5% | -27.4% | +940.9% | +798.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling