+130.4%
AMDL vs MKC
-25.6%
+155.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | -0.4% |
| 7D | +5.4% | -2.4% | +7.8% | +2.5% |
| 30D | -36.6% | +5.4% | -42.0% | -30.5% |
| 3M | -1.0% | -11.1% | +10.2% | -9.0% |
| 6M | -12.1% | -1.4% | -10.7% | -6.2% |
| YTD | +215.1% | -29.4% | +244.5% | +148.8% |
| 1Y | +130.4% | -24.7% | +155.1% | +105.4% |
| All | +130.4% | -25.6% | +155.9% | +105.4% |
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