-12.2%
MDB vs AMDL
+47.6%
-59.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +22.3% | -19.6% | +0.1% |
| 7D | -11.4% | -26.2% | +14.8% | -9.1% |
| 30D | -13.8% | -57.1% | +43.3% | -6.8% |
| 3M | -15.5% | -29.8% | +14.4% | -13.4% |
| 6M | +17.9% | -22.2% | +40.2% | +14.1% |
| YTD | -25.5% | +142.1% | -167.6% | -41.6% |
| 1Y | -12.1% | +85.8% | -97.9% | -29.0% |
| All | -12.2% | +47.6% | -59.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling