-7.2%
MTZ vs AMDL
+175.5%
-182.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.9% | -14.0% | -4.3% |
| 7D | +16.5% | +103.5% | -87.1% | +1.6% |
| 30D | -10.2% | -18.3% | +8.1% | -10.5% |
| 3M | -34.2% | +20.1% | -54.2% | -39.7% |
| 6M | -56.0% | +15.9% | -71.9% | -60.3% |
| YTD | -14.8% | +303.0% | -317.9% | -42.3% |
| 1Y | -7.2% | +164.0% | -171.2% | -30.8% |
| All | -7.2% | +175.5% | -182.7% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling