+126.4%
MMM vs AMDL
+87.1%
+39.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +26.8% | -24.9% | +0.5% |
| 7D | +5.8% | +10.3% | -4.5% | +4.6% |
| 30D | +17.9% | -38.3% | +56.2% | +19.6% |
| 3M | +3.6% | -8.7% | +12.3% | +2.4% |
| 6M | +32.9% | -14.4% | +47.3% | +29.2% |
| YTD | +19.5% | +206.9% | -187.5% | +3.4% |
| 1Y | +16.5% | +144.4% | -127.8% | +2.2% |
| All | +126.4% | +87.1% | +39.3% | +83.1% |
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