+2,444.0%
MULL vs AMDL
+375.3%
+2,068.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.7% | -14.7% | -10.8% |
| 7D | +14.0% | +19.9% | -6.0% | 0.0% |
| 30D | +24.8% | +6.3% | +18.6% | +18.5% |
| 3M | -16.1% | -9.9% | -6.2% | -4.6% |
| 6M | +330.9% | +394.3% | -63.4% | +78.4% |
| YTD | +545.0% | +257.3% | +287.7% | +204.9% |
| 1Y | +2,427.1% | +508.5% | +1,918.6% | +683.1% |
| All | +2,444.0% | +375.3% | +2,068.7% | +647.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling