+11.5%
MNST vs AMDL
+341.0%
-329.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -0.9% |
| 7D | -6.5% | +4.5% | -11.0% | -6.6% |
| 30D | -7.2% | -4.4% | -2.8% | -7.2% |
| 3M | -1.0% | -30.5% | +29.5% | -0.9% |
| 6M | +11.5% | +300.9% | -289.4% | -4.9% |
| All | +11.5% | +341.0% | -329.6% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling