-15.0%
MP vs AMDL
+384.9%
-399.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | -0.2% |
| 7D | -2.9% | +4.5% | -7.4% | -3.7% |
| 30D | +13.8% | -4.4% | +18.2% | +14.3% |
| 3M | -16.7% | -30.5% | +13.8% | -14.6% |
| 6M | -11.5% | +300.9% | -312.4% | -31.0% |
| YTD | +7.9% | +219.9% | -212.0% | -14.5% |
| 1Y | -15.0% | +374.7% | -389.7% | -35.8% |
| All | -15.0% | +384.9% | -399.9% | -35.8% |
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 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