-10.8%
MRSH vs AMDL
+126.1%
-136.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.1% |
| 7D | -4.8% | +15.9% | -20.7% | -4.4% |
| 30D | -6.3% | +10.5% | -16.8% | -6.0% |
| 3M | +5.8% | -4.7% | +10.5% | +6.2% |
| 6M | +2.8% | +355.2% | -352.4% | +2.7% |
| YTD | -3.1% | +270.9% | -274.0% | -3.3% |
| 1Y | -11.3% | +499.5% | -510.7% | -12.8% |
| All | -10.8% | +126.1% | -136.8% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling