+51.0%
MXL vs AFRM
-28.4%
+79.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | +13.4% | -4.4% | +17.8% | +14.9% |
| 30D | -29.2% | -7.7% | -21.6% | -27.5% |
| 3M | -27.2% | -16.9% | -10.4% | -23.6% |
| 6M | -36.4% | +2.5% | -38.9% | -37.1% |
| YTD | +220.0% | -12.5% | +232.5% | +225.7% |
| 1Y | +304.8% | -11.0% | +315.8% | +309.3% |
| 3Y | +238.5% | +184.6% | +53.9% | +135.8% |
| 5Y | -18.8% | -56.3% | +37.5% | -33.6% |
| All | +51.0% | -28.4% | +79.4% | +11.9% |
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 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