+111.6%
MTZ vs AMDL
+102.5%
+9.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.6% | +16.3% | +2.0% |
| 7D | +5.0% | +37.2% | -32.2% | -1.9% |
| 30D | -6.0% | -24.0% | +18.0% | -5.3% |
| 3M | -36.1% | -1.0% | -35.1% | -39.5% |
| 6M | -56.9% | -3.2% | -53.7% | -60.3% |
| YTD | -15.9% | +232.2% | -248.1% | -42.3% |
| 1Y | -3.8% | +137.7% | -141.6% | -30.3% |
| All | +111.6% | +102.5% | +9.1% | +29.0% |
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 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