-15.4%
MDLN vs AMDL
+268.2%
-283.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +11.7% | -16.9% | -4.9% |
| 7D | -1.2% | +19.9% | -21.1% | -0.8% |
| 30D | -1.5% | +6.3% | -7.8% | -1.3% |
| 3M | +2.6% | -9.9% | +12.5% | +3.0% |
| 6M | -20.9% | +394.3% | -415.2% | -20.3% |
| YTD | -17.4% | +257.3% | -274.7% | -16.9% |
| All | -15.4% | +268.2% | -283.6% | -15.7% |
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