-12.1%
MLM vs AMDL
+145.7%
-157.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.9% | -13.2% | -1.8% |
| 7D | -2.0% | +103.5% | -105.5% | -5.0% |
| 30D | +9.5% | -18.3% | +27.8% | +9.4% |
| 3M | -4.7% | +20.1% | -24.8% | -6.7% |
| 6M | -10.7% | +15.9% | -26.6% | -13.9% |
| YTD | -16.6% | +303.0% | -319.6% | -26.4% |
| 1Y | -15.4% | +164.0% | -179.4% | -23.8% |
| All | -12.1% | +145.7% | -157.7% | -28.5% |
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