+69.4%
MTZ vs AFRM
-57.5%
+126.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.8% | +2.7% | -4.0% |
| 7D | -10.6% | -6.9% | -3.7% | -9.8% |
| 30D | -30.4% | -7.0% | -23.4% | -29.8% |
| 3M | -40.4% | -11.2% | -29.2% | -39.7% |
| 6M | -63.7% | +4.3% | -67.9% | -64.2% |
| YTD | -26.9% | -6.4% | -20.5% | -27.4% |
| 1Y | -20.2% | -2.6% | -17.6% | -21.5% |
| 3Y | +208.1% | +210.6% | -2.4% | +145.6% |
| 5Y | +69.4% | -57.6% | +127.0% | +55.3% |
| All | +69.4% | -57.5% | +126.9% | +55.3% |
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 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