-4.3%
MTZ vs AMDL
+168.6%
-172.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.5% |
| 3M | -30.6% | +11.5% | -42.1% | -35.4% |
| 6M | -55.1% | -1.0% | -54.1% | -58.3% |
| YTD | -13.0% | +260.3% | -273.2% | -38.6% |
| 1Y | -4.3% | +178.2% | -182.4% | -30.0% |
| All | -4.3% | +168.6% | -172.8% | -30.0% |
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