+117.8%
AMDL vs MKC
-18.6%
+136.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.0% | +11.5% |
| 7D | +19.9% | -4.3% | +24.3% | +17.1% |
| 30D | +6.3% | -2.0% | +8.3% | +5.5% |
| 3M | -9.9% | +10.0% | -19.9% | -4.0% |
| 6M | +394.3% | -18.5% | +412.8% | +377.7% |
| YTD | +257.3% | -22.4% | +279.7% | +249.7% |
| 1Y | +508.5% | -23.6% | +532.2% | +501.5% |
| All | +117.8% | -18.6% | +136.4% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling