-8.2%
AAL vs MNST
+55.2%
-63.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -3.7% | -6.5% | +2.7% | -2.0% |
| 30D | -20.8% | -7.2% | -13.6% | -19.3% |
| 3M | -1.3% | -1.0% | -0.3% | -1.0% |
| 6M | +5.4% | +11.5% | -6.1% | +2.3% |
| YTD | -14.4% | +14.3% | -28.7% | -17.0% |
| 1Y | +2.1% | +38.1% | -36.0% | -5.1% |
| All | -8.2% | +55.2% | -63.4% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling