+296.2%
MXL vs AMDL
+175.5%
+120.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.9% | -13.5% | -8.1% |
| 7D | +33.1% | +103.5% | -70.5% | -11.5% |
| 30D | -33.5% | -18.3% | -15.2% | -29.8% |
| 3M | -20.7% | +20.1% | -40.7% | -31.3% |
| 6M | -35.9% | +15.9% | -51.8% | -44.5% |
| YTD | +238.3% | +303.0% | -64.8% | +78.5% |
| 1Y | +296.2% | +164.0% | +132.3% | +139.1% |
| All | +296.2% | +175.5% | +120.8% | +139.1% |
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