+4.8%
MCD vs AMDL
+119.6%
-114.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +14.3% | -16.9% | -2.4% |
| 7D | -1.9% | +18.5% | -20.4% | -1.4% |
| 30D | +16.6% | -24.2% | +40.8% | +16.5% |
| 3M | +0.9% | +11.5% | -10.5% | +1.7% |
| 6M | +1.5% | -1.0% | +2.5% | +2.3% |
| YTD | -8.3% | +260.3% | -268.6% | -6.7% |
| 1Y | -8.1% | +178.2% | -186.3% | -6.4% |
| All | +4.8% | +119.6% | -114.8% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling