+163.8%
MPC vs AFRM
+203.8%
-40.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -16.2% | -7.3% | -8.9% | -15.8% |
| 30D | -15.7% | -9.6% | -6.2% | -15.3% |
| 3M | +24.9% | -11.1% | +36.0% | +25.4% |
| 6M | +52.7% | +3.9% | +48.8% | +51.0% |
| YTD | +131.9% | -8.5% | +140.3% | +130.8% |
| 1Y | +96.6% | +3.3% | +93.4% | +93.0% |
| 3Y | +163.8% | +213.7% | -49.9% | +128.6% |
| All | +163.8% | +203.8% | -40.0% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling