+87.7%
MXL vs AFRM
-25.2%
+112.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +16.6% | -8.5% | +25.1% | +19.2% |
| 30D | +0.5% | -11.4% | +11.8% | +3.3% |
| 3M | -3.6% | +8.2% | -11.9% | -6.2% |
| 6M | +328.0% | +36.6% | +291.4% | +290.6% |
| YTD | +297.8% | -8.7% | +306.5% | +299.1% |
| 1Y | +339.4% | -19.9% | +359.3% | +353.0% |
| 3Y | +201.7% | +202.6% | -0.8% | +102.0% |
| 5Y | +32.8% | -45.0% | +77.8% | +3.4% |
| All | +87.7% | -25.2% | +112.9% | +37.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling