+31.8%
MCK vs AMDL
+384.9%
-353.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.2% | -10.6% | -1.0% |
| 7D | +1.7% | +4.5% | -2.8% | +2.0% |
| 30D | +3.6% | -4.4% | +8.0% | +3.5% |
| 3M | +20.1% | -30.5% | +50.6% | +19.8% |
| 6M | -7.0% | +300.9% | -307.9% | -5.4% |
| YTD | +11.0% | +219.9% | -208.9% | +13.7% |
| 1Y | +31.8% | +374.7% | -342.9% | +34.6% |
| All | +31.8% | +384.9% | -353.1% | +34.6% |
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