+95.0%
MTZ vs AFRM
-56.8%
+151.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.1% |
| 7D | +5.0% | -4.4% | +9.4% | +5.7% |
| 30D | -6.0% | -7.7% | +1.7% | -5.1% |
| 3M | -36.1% | -16.9% | -19.2% | -34.6% |
| 6M | -56.9% | +2.5% | -59.4% | -57.4% |
| YTD | -15.9% | -12.5% | -3.4% | -15.7% |
| 1Y | -3.8% | -11.0% | +7.2% | -4.0% |
| 3Y | +272.3% | +184.6% | +87.7% | +201.1% |
| All | +95.0% | -56.8% | +151.8% | +87.7% |
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 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