+62.3%
MXL vs AFRM
-25.4%
+87.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.5% | +10.6% |
| 7D | +5.5% | -10.3% | +15.7% | +9.1% |
| 30D | -32.6% | -13.7% | -18.9% | -29.6% |
| 3M | -13.1% | -11.6% | -1.6% | -10.4% |
| 6M | -41.4% | +2.1% | -43.5% | -42.0% |
| YTD | +243.9% | -8.9% | +252.8% | +246.1% |
| 1Y | +305.1% | -9.7% | +314.8% | +307.9% |
| 3Y | +260.1% | +202.5% | +57.6% | +146.9% |
| 5Y | -12.1% | -55.3% | +43.2% | -28.8% |
| All | +62.3% | -25.4% | +87.7% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling