-15.7%
AMDL vs MKC
+0.7%
-16.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | -1.1% | +27.8% | +24.7% |
| 7D | +10.3% | -1.9% | +12.2% | +6.6% |
| 30D | -38.3% | +8.0% | -46.3% | -25.9% |
| 3M | -8.7% | -8.6% | -0.1% | -18.8% |
| All | -15.7% | +0.7% | -16.4% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling