+171.3%
MP vs AMDL
+47.6%
+123.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +22.3% | -17.3% | +0.8% |
| 7D | -10.5% | -26.2% | +15.7% | -7.0% |
| 30D | -23.5% | -57.1% | +33.5% | -13.0% |
| 3M | -25.4% | -29.8% | +4.4% | -23.4% |
| 6M | -51.3% | -22.2% | -29.0% | -52.8% |
| YTD | -29.9% | +142.1% | -172.0% | -47.5% |
| 1Y | -31.8% | +85.8% | -117.7% | -47.2% |
| All | +171.3% | +47.6% | +123.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling