+93.6%
MXL vs AFRM
-25.0%
+118.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.5% | +13.0% | +9.0% |
| 7D | +19.0% | -8.0% | +27.0% | +21.4% |
| 30D | +4.5% | -9.8% | +14.3% | +6.9% |
| 3M | -1.5% | +4.7% | -6.2% | -3.3% |
| 6M | +348.6% | +34.1% | +314.5% | +311.3% |
| YTD | +310.3% | -8.4% | +318.7% | +311.4% |
| 1Y | +344.7% | -22.9% | +367.6% | +363.1% |
| 3Y | +211.2% | +203.3% | +7.9% | +108.1% |
| 5Y | +34.8% | -26.0% | +60.8% | +0.2% |
| All | +93.6% | -25.0% | +118.6% | +41.4% |
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