+131.6%
MTZ vs AFRM
-27.4%
+159.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.3% | -3.9% |
| 7D | -8.7% | -8.4% | -0.3% | -7.8% |
| 30D | -15.0% | -18.3% | +3.3% | -12.9% |
| 3M | -32.6% | -12.7% | -19.9% | -31.8% |
| 6M | -56.3% | +3.0% | -59.4% | -56.8% |
| YTD | -16.8% | -11.4% | -5.4% | -16.7% |
| 1Y | -10.0% | -13.3% | +3.3% | -9.8% |
| 3Y | +267.1% | +194.0% | +73.1% | +209.0% |
| 5Y | +89.9% | -50.6% | +140.5% | +59.1% |
| All | +131.6% | -27.4% | +159.0% | +92.2% |
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