-12.5%
MLM vs AMDL
+95.0%
-107.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | +0.7% |
| 7D | -2.9% | +4.5% | -7.4% | -3.1% |
| 30D | -6.8% | -4.4% | -2.4% | -6.8% |
| 3M | -11.2% | -30.5% | +19.3% | -11.0% |
| 6M | -21.8% | +300.9% | -322.7% | -29.6% |
| YTD | -17.0% | +219.9% | -236.9% | -25.1% |
| 1Y | -16.4% | +374.7% | -391.1% | -28.0% |
| All | -12.5% | +95.0% | -107.5% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling