+44.2%
MNST vs AMDL
+95.0%
-50.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -0.8% |
| 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% | +7.0% |
| YTD | +14.3% | +219.9% | -205.6% | +9.8% |
| 1Y | +38.1% | +374.7% | -336.6% | +30.5% |
| All | +44.2% | +95.0% | -50.9% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling