-10.3%
MLM vs AMDL
+20.7%
-31.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -34.9% | +29.7% | -3.7% |
| 7D | -1.2% | -52.7% | +51.5% | +1.3% |
| 30D | +7.9% | -65.3% | +73.2% | +11.9% |
| 3M | -4.5% | -40.8% | +36.4% | -3.5% |
| 6M | -12.6% | -12.9% | +0.2% | -15.3% |
| YTD | -14.9% | +98.0% | -112.9% | -22.6% |
| 1Y | -13.1% | +30.1% | -43.2% | -19.4% |
| All | -10.3% | +20.7% | -31.0% | -24.7% |
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