+117.2%
MPC vs AMDL
+108.7%
+8.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -8.1% |
| 7D | -10.9% | -30.7% | +19.8% | -11.4% |
| 30D | -9.4% | -43.8% | +34.4% | -10.2% |
| 3M | +26.0% | -24.5% | +50.5% | +25.6% |
| 6M | +56.5% | +44.7% | +11.8% | +59.6% |
| YTD | +144.3% | +204.0% | -59.7% | +148.4% |
| 1Y | +117.2% | +109.1% | +8.2% | +121.9% |
| All | +117.2% | +108.7% | +8.6% | +121.9% |
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 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