-17.3%
MXL vs AFRM
-57.5%
+40.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.1% | +13.8% | +13.7% |
| 7D | -8.8% | -7.5% | -1.3% | -6.5% |
| 30D | -41.9% | -15.7% | -26.2% | -38.6% |
| 3M | -25.4% | -9.6% | -15.8% | -23.5% |
| 6M | -44.0% | +6.3% | -50.3% | -45.3% |
| YTD | +220.8% | -8.6% | +229.4% | +222.1% |
| 1Y | +278.8% | -7.6% | +286.4% | +278.4% |
| 3Y | +249.4% | +173.7% | +75.8% | +133.7% |
| 5Y | -17.3% | -56.9% | +39.5% | -22.3% |
| All | -17.3% | -57.5% | +40.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling