+158.5%
MP vs AMDL
+20.7%
+137.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -34.9% | +28.8% | +0.5% |
| 7D | -19.0% | -52.7% | +33.7% | -8.6% |
| 30D | -30.5% | -65.3% | +34.8% | -17.4% |
| 3M | -29.6% | -40.8% | +11.3% | -25.1% |
| 6M | -50.4% | -12.9% | -37.6% | -53.0% |
| YTD | -33.2% | +98.0% | -131.2% | -47.9% |
| 1Y | -38.6% | +30.1% | -68.7% | -49.2% |
| All | +158.5% | +20.7% | +137.8% | +81.9% |
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