-5.1%
MDB vs AMDL
+119.6%
-124.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.3% | -12.5% | +0.2% |
| 7D | +3.0% | +18.5% | -15.5% | -0.3% |
| 30D | -11.3% | -24.2% | +12.9% | -10.2% |
| 3M | -23.0% | +11.5% | -34.5% | -25.4% |
| 6M | +14.8% | -1.0% | +15.8% | +8.1% |
| YTD | -19.4% | +260.3% | -279.7% | -39.9% |
| 1Y | -9.0% | +178.2% | -187.1% | -30.1% |
| All | -5.1% | +119.6% | -124.7% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling