+1,138.0%
MUU vs AFRM
+60.0%
+1,078.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.1% | +12.6% | +12.6% |
| 7D | -27.2% | -7.5% | -19.6% | -22.7% |
| 30D | -54.0% | -15.7% | -38.3% | -48.5% |
| 3M | -41.4% | -9.6% | -31.8% | -38.4% |
| 6M | -42.5% | +6.3% | -48.7% | -43.4% |
| YTD | +211.2% | -8.6% | +219.8% | +220.6% |
| 1Y | +313.4% | -7.6% | +321.0% | +326.5% |
| All | +1,138.0% | +60.0% | +1,078.1% | +825.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling