+120.9%
MPC vs AMDL
+384.9%
-264.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | +0.4% |
| 7D | +5.4% | +4.5% | +0.9% | +5.5% |
| 30D | +31.0% | -4.4% | +35.4% | +31.0% |
| 3M | +46.0% | -30.5% | +76.5% | +45.8% |
| 6M | +77.3% | +300.9% | -223.6% | +79.1% |
| YTD | +141.9% | +219.9% | -78.0% | +142.6% |
| 1Y | +120.9% | +374.7% | -253.8% | +125.4% |
| All | +120.9% | +384.9% | -264.0% | +125.4% |
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 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