+145.7%
AMDL vs MTCH
+30.3%
+115.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.7% |
| 7D | +103.5% | +6.7% | +96.8% | +97.5% |
| 30D | -18.3% | -1.4% | -16.9% | -17.8% |
| 3M | +20.1% | +14.8% | +5.3% | +10.3% |
| 6M | +15.9% | +19.4% | -3.5% | +2.9% |
| YTD | +303.0% | +32.3% | +270.7% | +237.4% |
| 1Y | +164.0% | +29.5% | +134.5% | +123.8% |
| All | +145.7% | +30.3% | +115.4% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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