+374.7%
AMDL vs MKC
-23.4%
+398.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.1% | +8.0% |
| 7D | +4.5% | -5.9% | +10.4% | -2.8% |
| 30D | -4.4% | -0.9% | -3.5% | -4.5% |
| 3M | -30.5% | +12.7% | -43.2% | -16.9% |
| 6M | +300.9% | -19.3% | +320.2% | +213.7% |
| YTD | +219.9% | -22.2% | +242.1% | +156.2% |
| 1Y | +374.7% | -23.3% | +398.1% | +291.9% |
| All | +374.7% | -23.4% | +398.1% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling