+32.1%
MRSH vs AMDL
-8.0%
+40.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -17.6% | +18.6% | -0.7% |
| 7D | +1.4% | +37.2% | -35.8% | +5.3% |
| 30D | +16.5% | -24.0% | +40.5% | +15.5% |
| 3M | +10.8% | -1.0% | +11.8% | +14.9% |
| 6M | +32.1% | -3.2% | +35.3% | +41.5% |
| All | +32.1% | -8.0% | +40.0% | +41.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling