+115.7%
MPC vs AMDL
+179.2%
-63.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.9% | -9.4% | +2.5% |
| 7D | +9.4% | +103.5% | -94.1% | +9.7% |
| 30D | -13.4% | -18.3% | +4.9% | -13.9% |
| 3M | +18.9% | +20.1% | -1.2% | +18.7% |
| 6M | +64.9% | +15.9% | +49.0% | +65.6% |
| YTD | +156.8% | +303.0% | -146.2% | +154.5% |
| All | +115.7% | +179.2% | -63.4% | +121.0% |
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