+3.7%
MCD vs AMDL
+102.5%
-98.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -17.6% | +17.0% | -0.9% |
| 7D | -1.6% | +37.2% | -38.9% | -1.0% |
| 30D | +14.1% | -24.0% | +38.2% | +14.0% |
| 3M | +0.6% | -1.0% | +1.6% | +1.2% |
| 6M | 0.0% | -3.2% | +3.2% | +0.8% |
| YTD | -9.3% | +232.2% | -241.5% | -7.7% |
| 1Y | -9.3% | +137.7% | -147.0% | -7.7% |
| All | +3.7% | +102.5% | -98.8% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling