-11.9%
MLM vs AMDL
+47.6%
-59.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +22.3% | -24.1% | -2.7% |
| 7D | -4.1% | -26.2% | +22.1% | -3.3% |
| 30D | +8.2% | -57.1% | +65.3% | +11.1% |
| 3M | -3.6% | -29.8% | +26.3% | -3.4% |
| 6M | -15.6% | -22.2% | +6.7% | -17.3% |
| YTD | -16.4% | +142.1% | -158.6% | -24.7% |
| 1Y | -14.3% | +85.8% | -100.2% | -22.0% |
| All | -11.9% | +47.6% | -59.5% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling