-10.8%
MRSH vs AMDL
+131.0%
-141.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.0% | -8.1% | -1.9% |
| 7D | -5.9% | +29.0% | -34.8% | -5.2% |
| 30D | -7.3% | +19.1% | -26.4% | -6.8% |
| 3M | +7.4% | +1.8% | +5.7% | +8.0% |
| 6M | -0.7% | +374.4% | -375.1% | -0.8% |
| YTD | -3.2% | +278.9% | -282.1% | -3.3% |
| 1Y | -10.6% | +510.6% | -521.2% | -12.1% |
| All | -10.8% | +131.0% | -141.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling