+26.2%
MNST vs AMDL
-11.0%
+37.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -34.9% | +33.0% | -1.7% |
| 7D | +3.2% | -52.7% | +55.9% | +3.5% |
| 30D | +10.6% | -65.3% | +75.9% | +11.4% |
| 3M | +1.3% | -40.8% | +42.1% | +0.7% |
| 6M | +26.2% | -12.9% | +39.1% | +13.6% |
| All | +26.2% | -11.0% | +37.2% | +13.6% |
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