+236.3%
MXL vs AMDL
+145.7%
+90.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.9% | -13.5% | -6.7% |
| 7D | +33.1% | +103.5% | -70.5% | -3.2% |
| 30D | -33.5% | -18.3% | -15.2% | -30.1% |
| 3M | -20.7% | +20.1% | -40.7% | -28.3% |
| 6M | -35.9% | +15.9% | -51.8% | -42.0% |
| YTD | +238.3% | +303.0% | -64.8% | +92.4% |
| 1Y | +296.2% | +164.0% | +132.3% | +153.2% |
| All | +236.3% | +145.7% | +90.7% | +38.2% |
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