+229.2%
MXL vs AFRM
+209.4%
+19.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.1% | +2.5% | +5.9% |
| 7D | +18.9% | -1.3% | +20.1% | +19.2% |
| 30D | +0.3% | -2.7% | +3.0% | +0.8% |
| 3M | -8.0% | +7.4% | -15.5% | -10.8% |
| 6M | +341.2% | +40.7% | +300.6% | +292.3% |
| YTD | +327.8% | -4.0% | +331.8% | +322.5% |
| 1Y | +364.9% | -12.2% | +377.1% | +367.9% |
| 3Y | +229.2% | +203.1% | +26.1% | +134.9% |
| All | +229.2% | +209.4% | +19.8% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling