+21.7%
MGY vs AMDL
+131.0%
-109.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | +1.0% |
| 7D | +1.5% | +29.0% | -27.5% | +0.2% |
| 30D | +6.8% | +19.1% | -12.2% | +5.7% |
| 3M | +2.6% | +1.8% | +0.8% | +0.9% |
| 6M | -3.1% | +374.4% | -377.5% | -18.5% |
| YTD | +29.4% | +278.9% | -249.5% | +8.9% |
| 1Y | +22.3% | +510.6% | -488.3% | -6.6% |
| All | +21.7% | +131.0% | -109.2% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling