+101.6%
MTZ vs AMDL
+47.6%
+54.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +22.3% | -12.7% | +5.5% |
| 7D | -6.4% | -26.2% | +19.8% | -3.1% |
| 30D | -22.1% | -57.1% | +35.0% | -11.9% |
| 3M | -32.7% | -29.8% | -2.8% | -31.4% |
| 6M | -59.8% | -22.2% | -37.6% | -61.2% |
| YTD | -19.9% | +142.1% | -162.0% | -41.2% |
| 1Y | -11.5% | +85.8% | -97.3% | -32.5% |
| All | +101.6% | +47.6% | +54.0% | +31.6% |
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