+297.0%
MXL vs AMDL
+108.7%
+188.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.8% | -12.0% |
| 7D | -24.3% | -30.7% | +6.4% | -9.8% |
| 30D | -46.1% | -43.8% | -2.3% | -28.1% |
| 3M | -21.8% | -24.5% | +2.7% | -10.9% |
| 6M | -27.2% | +44.7% | -71.9% | -40.5% |
| YTD | +226.2% | +204.0% | +22.2% | +114.5% |
| 1Y | +297.0% | +109.1% | +187.9% | +181.4% |
| All | +297.0% | +108.7% | +188.3% | +181.4% |
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