+6.1%
MCD vs AMDL
+20.7%
-14.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -34.9% | +34.1% | -1.4% |
| 7D | +8.0% | -52.7% | +60.7% | +6.8% |
| 30D | +19.6% | -65.3% | +84.9% | +17.7% |
| 3M | +2.2% | -40.8% | +43.0% | +1.7% |
| 6M | -1.1% | -12.9% | +11.7% | -1.1% |
| YTD | -7.2% | +98.0% | -105.3% | -6.7% |
| 1Y | -6.7% | +30.1% | -36.8% | -6.1% |
| All | +6.1% | +20.7% | -14.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling