+3.7%
MDLN vs AMDL
+15.4%
-11.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +11.9% | -17.0% | -5.2% |
| 7D | +0.6% | +103.5% | -103.0% | +0.5% |
| 30D | +12.0% | -18.3% | +30.3% | +11.6% |
| 3M | +12.6% | +20.1% | -7.4% | +12.5% |
| 6M | +3.7% | +15.9% | -12.2% | +2.3% |
| All | +3.7% | +15.4% | -11.7% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling