+14.5%
MDB vs AMDL
+384.9%
-370.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.2% | -13.3% | -4.4% |
| 7D | -17.4% | +4.5% | -22.0% | -17.6% |
| 30D | -2.0% | -4.4% | +2.4% | -2.0% |
| 3M | -3.0% | -30.5% | +27.5% | -2.9% |
| 6M | +48.7% | +300.9% | -252.2% | +30.4% |
| YTD | -12.1% | +219.9% | -232.1% | -22.6% |
| 1Y | +14.5% | +374.7% | -360.2% | -0.4% |
| All | +14.5% | +384.9% | -370.4% | -0.4% |
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