+10.4%
MMM vs AMDL
+384.9%
-374.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.0% | 0.0% |
| 7D | -3.3% | +4.5% | -7.9% | -3.4% |
| 30D | -7.0% | -4.4% | -2.6% | -7.0% |
| 3M | +10.8% | -30.5% | +41.3% | +10.9% |
| 6M | +5.8% | +300.9% | -295.1% | +3.6% |
| YTD | +6.8% | +219.9% | -213.2% | +4.0% |
| 1Y | +10.4% | +374.7% | -364.3% | +10.7% |
| All | +10.4% | +384.9% | -374.5% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling