+257.9%
MXL vs AMDL
+95.0%
+162.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.2% | -3.7% | +1.8% |
| 7D | +1.6% | +4.5% | -2.9% | -0.2% |
| 30D | -7.0% | -4.4% | -2.6% | -4.8% |
| 3M | -33.4% | -30.5% | -2.9% | -23.1% |
| 6M | +260.2% | +300.9% | -40.7% | +129.3% |
| YTD | +260.0% | +219.9% | +40.0% | +131.7% |
| 1Y | +303.5% | +374.7% | -71.2% | +105.7% |
| All | +257.9% | +95.0% | +162.9% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling