-68.3%
AAL vs MNST
+336.2%
-404.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | +2.9% | -4.7% | +7.7% | +5.2% |
| 30D | +6.5% | +5.2% | +1.3% | +3.8% |
| 3M | -10.9% | -0.9% | -10.0% | -10.8% |
| 6M | +4.9% | +6.1% | -1.3% | +1.4% |
| YTD | -13.2% | +18.9% | -32.0% | -20.9% |
| 1Y | -1.1% | +29.3% | -30.4% | -13.5% |
| 3Y | +12.8% | +64.9% | -52.1% | -15.0% |
| 5Y | -34.4% | +98.0% | -132.4% | -55.9% |
| All | -68.3% | +336.2% | -404.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 10y: compounded portfolio wealth divided by compounded MNST 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…
10y analysis · Full analysis span regression · 6 months rolling