+881.6%
MPC vs AFRM
-23.4%
+905.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.8% | +3.9% | -3.5% |
| 7D | -12.8% | -6.9% | -5.8% | -12.4% |
| 30D | -12.7% | -7.0% | -5.8% | -12.5% |
| 3M | +27.1% | -11.2% | +38.3% | +27.6% |
| 6M | +45.8% | +4.3% | +41.5% | +44.6% |
| YTD | +134.7% | -6.4% | +141.1% | +133.4% |
| 1Y | +106.0% | -2.6% | +108.6% | +103.9% |
| 3Y | +165.5% | +210.6% | -45.1% | +139.4% |
| 5Y | +540.9% | -57.6% | +598.5% | +476.9% |
| All | +881.6% | -23.4% | +905.0% | +767.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling