-21.0%
MDLN vs AMRZ
-26.1%
+5.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.6% |
| 7D | -11.5% | -8.1% | -3.4% | -10.0% |
| 30D | -7.6% | -14.8% | +7.3% | -4.8% |
| 3M | -11.4% | -19.7% | +8.4% | -8.1% |
| 6M | -24.5% | -30.8% | +6.3% | -19.9% |
| YTD | -22.9% | -24.3% | +1.4% | -16.9% |
| All | -21.0% | -26.1% | +5.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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