+641.9%
MU vs AMDL
+47.6%
+594.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +22.3% | -17.2% | -2.2% |
| 7D | -22.0% | -26.2% | +4.2% | -15.5% |
| 30D | -36.6% | -57.1% | +20.5% | -19.4% |
| 3M | -21.7% | -29.8% | +8.1% | -16.8% |
| 6M | +3.5% | -22.2% | +25.8% | +5.2% |
| YTD | +141.9% | +142.1% | -0.2% | +64.1% |
| 1Y | +189.8% | +85.8% | +104.0% | +110.0% |
| All | +641.9% | +47.6% | +594.3% | +331.0% |
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