+19.8%
MDT vs AMDL
+117.8%
-98.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.7% | -13.6% | -1.9% |
| 7D | +0.4% | +19.9% | -19.6% | +0.4% |
| 30D | +6.0% | +6.3% | -0.3% | +6.0% |
| 3M | +15.5% | -9.9% | +25.4% | +15.3% |
| 6M | +3.4% | +394.3% | -390.9% | -0.6% |
| YTD | -2.2% | +257.3% | -259.5% | -5.7% |
| 1Y | +2.6% | +508.5% | -506.0% | -3.8% |
| All | +19.8% | +117.8% | -98.0% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling