-17.0%
MDLN vs AMRZ
-25.1%
+8.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | -6.2% | -4.7% | -1.5% | -5.3% |
| 30D | +0.7% | -11.3% | +12.0% | +3.0% |
| 3M | -5.4% | -22.1% | +16.6% | -1.6% |
| 6M | -21.6% | -29.6% | +8.0% | -17.1% |
| YTD | -18.9% | -23.3% | +4.4% | -12.9% |
| All | -17.0% | -25.1% | +8.2% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling