+37.9%
MNST vs AMDL
+62.4%
-24.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +22.3% | -26.7% | -4.5% |
| 7D | -3.4% | -26.2% | +22.8% | -3.1% |
| 30D | +6.6% | -57.1% | +63.7% | +7.6% |
| 3M | -2.9% | -29.8% | +27.0% | -3.1% |
| 6M | +18.4% | -22.2% | +40.7% | +15.4% |
| YTD | +19.3% | +142.1% | -122.9% | +14.5% |
| 1Y | +37.9% | +85.8% | -47.9% | +30.8% |
| All | +37.9% | +62.4% | -24.5% | +30.8% |
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