+248.2%
MULL vs AMDL
+127.5%
+120.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +26.8% | -14.5% | -7.6% |
| 7D | -27.1% | +10.3% | -37.4% | -33.5% |
| 30D | -54.2% | -38.3% | -16.0% | -36.9% |
| 3M | -42.0% | -8.7% | -33.2% | -42.6% |
| 6M | -43.5% | -14.4% | -29.1% | -33.9% |
| YTD | +199.9% | +206.9% | -7.0% | +46.6% |
| All | +248.2% | +127.5% | +120.7% | +119.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling