-4.8%
MDB vs AMDL
+130.1%
-134.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -17.6% | +15.9% | -0.3% |
| 7D | +6.8% | +37.2% | -30.4% | +3.8% |
| 30D | -6.2% | -24.0% | +17.8% | -6.1% |
| 3M | -29.2% | -1.0% | -28.2% | -29.5% |
| 6M | +10.3% | -3.2% | +13.5% | +8.6% |
| YTD | -20.4% | +232.2% | -252.6% | -30.9% |
| 1Y | -4.8% | +137.7% | -142.6% | -16.0% |
| All | -4.8% | +130.1% | -134.9% | -16.0% |
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