+153.0%
MRVL vs AMDL
+119.6%
+33.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +14.3% | -5.0% | +4.5% |
| 7D | +5.6% | +18.5% | -12.9% | -2.7% |
| 30D | -36.5% | -24.2% | -12.3% | -32.6% |
| 3M | -20.5% | +11.5% | -32.0% | -26.8% |
| 6M | -1.1% | -1.0% | -0.1% | -6.7% |
| YTD | +99.0% | +260.3% | -161.3% | +16.0% |
| 1Y | +89.3% | +178.2% | -88.9% | +17.6% |
| All | +153.0% | +119.6% | +33.4% | +24.4% |
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