+5.4%
MUB vs AMDL
+47.6%
-42.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +22.3% | -22.2% | 0.0% |
| 7D | +0.7% | -26.2% | +26.9% | +0.7% |
| 30D | +4.4% | -57.1% | +61.5% | +4.6% |
| 3M | -0.4% | -29.8% | +29.4% | -0.4% |
| 6M | -0.9% | -22.2% | +21.3% | -1.0% |
| YTD | +0.1% | +142.1% | -142.1% | -0.5% |
| 1Y | +0.5% | +85.8% | -85.3% | 0.0% |
| All | +5.4% | +47.6% | -42.2% | +3.1% |
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