+180.6%
MPC vs AFRM
+232.3%
-51.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +5.4% | -7.0% | +12.4% | +5.9% |
| 30D | +31.0% | -7.8% | +38.8% | +31.6% |
| 3M | +46.0% | +5.3% | +40.7% | +45.0% |
| 6M | +77.3% | +42.6% | +34.7% | +70.9% |
| YTD | +141.9% | -2.8% | +144.7% | +140.5% |
| 1Y | +120.9% | -19.3% | +140.2% | +122.2% |
| All | +180.6% | +232.3% | -51.7% | +143.7% |
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