+96.6%
MPC vs AMDL
+62.4%
+34.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +22.3% | -23.5% | -1.0% |
| 7D | -16.2% | -26.2% | +10.0% | -16.3% |
| 30D | -15.7% | -57.1% | +41.4% | -16.4% |
| 3M | +24.9% | -29.8% | +54.7% | +24.6% |
| 6M | +52.7% | -22.2% | +74.9% | +53.6% |
| YTD | +131.9% | +142.1% | -10.3% | +132.1% |
| 1Y | +96.6% | +85.8% | +10.8% | +98.9% |
| All | +96.6% | +62.4% | +34.2% | +98.9% |
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