+57.4%
MNST vs AMDL
+20.7%
+36.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -34.9% | +33.0% | -1.4% |
| 7D | +3.2% | -52.7% | +55.9% | +4.2% |
| 30D | +10.6% | -65.3% | +75.9% | +12.2% |
| 3M | +1.3% | -40.8% | +42.1% | +1.4% |
| 6M | +26.2% | -12.9% | +39.1% | +23.8% |
| YTD | +24.8% | +98.0% | -73.2% | +20.0% |
| 1Y | +40.9% | +30.1% | +10.8% | +36.3% |
| All | +57.4% | +20.7% | +36.7% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling