+19.6%
AAL vs MNST
+64.0%
-44.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +10.1% | -3.9% | +14.0% | +11.1% |
| 30D | +10.6% | +3.9% | +6.7% | +9.6% |
| 3M | -5.9% | -0.8% | -5.1% | -5.8% |
| 6M | +5.7% | +5.1% | +0.6% | +4.6% |
| YTD | -8.0% | +18.3% | -26.2% | -11.1% |
| 1Y | +6.0% | +29.5% | -23.5% | +1.0% |
| 3Y | +19.6% | +64.0% | -44.5% | +9.5% |
| All | +19.6% | +64.0% | -44.4% | +9.5% |
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