+109.1%
AMDL vs MKC
-18.2%
+127.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.8% | +8.2% |
| 7D | -30.7% | +9.6% | -40.3% | -21.8% |
| 30D | -43.8% | +12.0% | -55.8% | -33.7% |
| 3M | -24.5% | -2.0% | -22.5% | -22.2% |
| 6M | +44.7% | +7.2% | +37.5% | +69.2% |
| YTD | +204.0% | -23.7% | +227.7% | +164.2% |
| 1Y | +109.1% | -18.3% | +127.4% | +104.1% |
| All | +109.1% | -18.2% | +127.3% | +104.1% |
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