+49.9%
MNST vs AMDL
+145.7%
-95.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.5% | +0.2% |
| 7D | -4.7% | +103.5% | -108.3% | -5.6% |
| 30D | +5.2% | -18.3% | +23.5% | +5.4% |
| 3M | -0.9% | +20.1% | -20.9% | -1.7% |
| 6M | +6.1% | +15.9% | -9.8% | +4.3% |
| YTD | +18.9% | +303.0% | -284.1% | +13.3% |
| 1Y | +29.3% | +164.0% | -134.7% | +23.9% |
| All | +49.9% | +145.7% | -95.7% | +34.2% |
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