+157.9%
MTZ vs AFRM
-23.1%
+181.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.5% |
| 7D | -1.6% | -7.0% | +5.4% | -0.7% |
| 30D | -11.1% | -7.8% | -3.3% | -10.3% |
| 3M | -36.7% | +5.3% | -42.0% | -37.3% |
| 6M | -21.9% | +42.6% | -64.6% | -26.2% |
| YTD | +9.1% | -2.8% | +11.9% | +8.2% |
| 1Y | +30.0% | -19.3% | +49.3% | +31.3% |
| 3Y | +138.5% | +231.0% | -92.5% | +92.8% |
| All | +157.9% | -23.1% | +181.0% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling