-10.6%
MRSH vs AMDL
+115.6%
-126.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +6.9% | +0.1% |
| 7D | -5.9% | +20.7% | -26.6% | -5.5% |
| 30D | -7.3% | +9.4% | -16.7% | -7.0% |
| 3M | +6.7% | +5.6% | +1.0% | +7.1% |
| 6M | +3.0% | +340.3% | -337.3% | +2.7% |
| YTD | -2.9% | +253.6% | -256.5% | -3.2% |
| 1Y | -9.0% | +443.4% | -452.4% | -10.6% |
| All | -10.6% | +115.6% | -126.1% | -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 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