+135.0%
MRVL vs AMDL
+102.5%
+32.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -17.6% | +12.9% | +1.2% |
| 7D | +11.0% | +37.2% | -26.2% | -1.8% |
| 30D | -36.1% | -24.0% | -12.0% | -32.8% |
| 3M | -29.4% | -1.0% | -28.4% | -33.0% |
| 6M | -11.9% | -3.2% | -8.7% | -16.6% |
| YTD | +84.8% | +232.2% | -147.4% | +9.7% |
| 1Y | +79.4% | +137.7% | -58.3% | +17.2% |
| All | +135.0% | +102.5% | +32.5% | +17.6% |
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