+119.1%
MTZ vs AMDL
+119.6%
-0.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +14.3% | -9.7% | +2.0% |
| 7D | +12.9% | +18.5% | -5.6% | +7.2% |
| 30D | -8.5% | -24.2% | +15.7% | -7.3% |
| 3M | -30.6% | +11.5% | -42.1% | -35.4% |
| 6M | -55.1% | -1.0% | -54.1% | -58.7% |
| YTD | -13.0% | +260.3% | -273.2% | -40.9% |
| 1Y | -4.3% | +178.2% | -182.4% | -32.4% |
| All | +119.1% | +119.6% | -0.5% | +32.3% |
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