+303.5%
MXL vs AFRM
-15.0%
+318.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.2% | +6.5% |
| 7D | +1.6% | -7.0% | +8.6% | +4.3% |
| 30D | -7.0% | -7.8% | +0.8% | -4.6% |
| 3M | -33.4% | +5.3% | -38.7% | -34.9% |
| 6M | +260.2% | +42.6% | +217.5% | +214.2% |
| YTD | +260.0% | -2.8% | +262.7% | +253.2% |
| 1Y | +303.5% | -19.3% | +322.8% | +310.9% |
| All | +303.5% | -15.0% | +318.5% | +310.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling