-17.3%
MCD vs AMDL
+384.9%
-402.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.2% | -10.7% | -1.2% |
| 7D | -2.8% | +4.5% | -7.4% | -2.7% |
| 30D | -6.0% | -4.4% | -1.6% | -6.0% |
| 3M | -5.6% | -30.5% | +24.9% | -5.8% |
| 6M | -21.9% | +300.9% | -322.7% | -18.2% |
| YTD | -14.7% | +219.9% | -234.6% | -10.9% |
| 1Y | -17.3% | +374.7% | -392.0% | -11.3% |
| All | -17.3% | +384.9% | -402.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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