+69.7%
MCK vs AMDL
+117.8%
-48.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.7% | -13.8% | -1.7% |
| 7D | -1.9% | +19.9% | -21.9% | -1.2% |
| 30D | +2.4% | +6.3% | -3.9% | +2.7% |
| 3M | +16.1% | -9.9% | +26.0% | +16.7% |
| 6M | -3.1% | +394.3% | -397.4% | -0.2% |
| YTD | +8.7% | +257.3% | -248.6% | +12.0% |
| 1Y | +28.1% | +508.5% | -480.5% | +33.0% |
| All | +69.7% | +117.8% | -48.1% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling