+111.7%
MRVL vs AMDL
+47.6%
+64.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +22.3% | -16.6% | -1.8% |
| 7D | -28.1% | -26.2% | -1.9% | -21.8% |
| 30D | -50.4% | -57.1% | +6.7% | -36.0% |
| 3M | -32.9% | -29.8% | -3.1% | -27.4% |
| 6M | -17.9% | -22.2% | +4.3% | -14.9% |
| YTD | +66.4% | +142.1% | -75.7% | +11.7% |
| 1Y | +51.5% | +85.8% | -34.3% | +8.5% |
| All | +111.7% | +47.6% | +64.1% | +19.8% |
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