+134.1%
MTZ vs AFRM
-28.4%
+162.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.1% |
| 7D | +5.0% | -4.4% | +9.4% | +5.6% |
| 30D | -6.0% | -7.7% | +1.7% | -5.2% |
| 3M | -36.1% | -16.9% | -19.2% | -34.9% |
| 6M | -56.9% | +2.5% | -59.4% | -57.3% |
| YTD | -15.9% | -12.5% | -3.4% | -15.7% |
| 1Y | -3.8% | -11.0% | +7.2% | -3.9% |
| 3Y | +272.3% | +184.6% | +87.7% | +214.5% |
| 5Y | +91.1% | -56.3% | +147.4% | +60.7% |
| All | +134.1% | -28.4% | +162.4% | +94.6% |
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 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