+2,581.4%
MULL vs AMDL
+404.0%
+2,177.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.0% | -0.6% | +1.3% |
| 7D | +14.8% | +29.0% | -14.2% | -4.0% |
| 30D | +36.6% | +19.1% | +17.5% | +20.2% |
| 3M | -8.9% | +1.8% | -10.7% | -4.0% |
| 6M | +311.9% | +374.4% | -62.5% | +73.6% |
| YTD | +579.8% | +278.9% | +300.9% | +209.0% |
| 1Y | +2,421.5% | +510.6% | +1,911.0% | +680.8% |
| All | +2,581.4% | +404.0% | +2,177.4% | +658.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling