+104.8%
MPC vs AMDL
+20.7%
+84.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -34.9% | +31.0% | -2.7% |
| 7D | -12.8% | -52.7% | +40.0% | -10.9% |
| 30D | -12.7% | -65.3% | +52.6% | -10.0% |
| 3M | +27.1% | -40.8% | +67.9% | +27.9% |
| 6M | +45.8% | -12.9% | +58.7% | +41.4% |
| YTD | +134.7% | +98.0% | +36.7% | +112.1% |
| 1Y | +106.0% | +30.1% | +75.9% | +90.9% |
| All | +104.8% | +20.7% | +84.1% | +55.4% |
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 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