-29.8%
AMDL vs MKC
-7.5%
-22.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -3.3% | +25.6% | +16.8% |
| 7D | -26.2% | +2.3% | -28.6% | -22.6% |
| 30D | -57.1% | +8.1% | -65.2% | -50.6% |
| 3M | -29.8% | -6.4% | -23.4% | -31.6% |
| All | -29.8% | -7.5% | -22.3% | -31.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling