-11.5%
MTZ vs AFRM
-4.3%
-7.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.8% | +9.9% |
| 7D | -6.4% | -7.3% | +0.9% | -5.3% |
| 30D | -22.1% | -9.6% | -12.5% | -20.8% |
| 3M | -32.7% | -11.1% | -21.6% | -31.7% |
| 6M | -59.8% | +3.9% | -63.7% | -60.5% |
| YTD | -19.9% | -8.5% | -11.4% | -19.5% |
| 1Y | -11.5% | +3.3% | -14.7% | -13.7% |
| All | -11.5% | -4.3% | -7.2% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling