+8.4%
MGY vs AMDL
+102.5%
-94.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -17.6% | +19.1% | +2.3% |
| 7D | +4.5% | +37.2% | -32.7% | +2.9% |
| 30D | -0.4% | -24.0% | +23.6% | -0.2% |
| 3M | -4.3% | -1.0% | -3.3% | -5.8% |
| 6M | -12.9% | -3.2% | -9.6% | -15.9% |
| YTD | +15.2% | +232.2% | -217.0% | -3.8% |
| 1Y | +10.3% | +137.7% | -127.4% | -4.8% |
| All | +8.4% | +102.5% | -94.2% | -26.0% |
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