+103.5%
MTZ vs AFRM
-23.4%
+126.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.8% | +2.7% | -4.2% |
| 7D | -10.6% | -6.9% | -3.7% | -9.9% |
| 30D | -30.4% | -7.0% | -23.4% | -29.9% |
| 3M | -40.4% | -11.2% | -29.2% | -39.8% |
| 6M | -63.7% | +4.3% | -67.9% | -64.1% |
| YTD | -26.9% | -6.4% | -20.5% | -27.3% |
| 1Y | -20.2% | -2.6% | -17.6% | -21.2% |
| 3Y | +208.1% | +210.6% | -2.4% | +156.9% |
| 5Y | +69.4% | -57.6% | +127.0% | +41.4% |
| All | +103.5% | -23.4% | +126.9% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling