+174.7%
MTZ vs AMDL
+95.0%
+79.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.2% | -7.1% | +0.4% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | -11.1% | -4.4% | -6.7% | -10.7% |
| 3M | -36.7% | -30.5% | -6.2% | -34.6% |
| 6M | -21.9% | +300.9% | -322.8% | -43.8% |
| YTD | +9.1% | +219.9% | -210.8% | -20.5% |
| 1Y | +30.0% | +374.7% | -344.8% | -16.5% |
| All | +174.7% | +95.0% | +79.6% | +77.8% |
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