+181.5%
MP vs AMDL
+119.6%
+61.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.3% | -13.6% | -2.0% |
| 7D | +2.3% | +18.5% | -16.2% | -3.1% |
| 30D | -15.3% | -24.2% | +8.9% | -13.8% |
| 3M | -33.5% | +11.5% | -45.0% | -37.6% |
| 6M | -45.5% | -1.0% | -44.5% | -49.8% |
| YTD | -27.3% | +260.3% | -287.6% | -49.8% |
| 1Y | -40.7% | +178.2% | -218.9% | -57.7% |
| All | +181.5% | +119.6% | +61.9% | +75.4% |
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