+131.0%
AMDL vs MKC
-19.3%
+150.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.9% | +5.6% |
| 7D | +29.0% | -4.3% | +33.3% | +25.9% |
| 30D | +19.1% | -3.1% | +22.2% | +17.5% |
| 3M | +1.8% | +6.8% | -5.0% | +7.1% |
| 6M | +374.4% | -18.3% | +392.7% | +358.0% |
| YTD | +278.9% | -23.1% | +302.0% | +269.3% |
| 1Y | +510.6% | -23.7% | +534.2% | +500.0% |
| All | +131.0% | -19.3% | +150.3% | +125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling