-6.8%
MDB vs AMDL
+92.1%
-98.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.1% |
| 7D | -1.0% | +5.4% | -6.4% | -2.8% |
| 30D | -14.0% | -36.6% | +22.6% | -11.1% |
| 3M | -20.3% | -1.0% | -19.4% | -21.7% |
| 6M | +10.9% | -12.1% | +22.9% | +5.9% |
| YTD | -20.9% | +215.1% | -236.0% | -40.0% |
| 1Y | -11.2% | +130.4% | -141.6% | -30.1% |
| All | -6.8% | +92.1% | -98.9% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling