+13.0%
AAL vs MNST
+64.6%
-51.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +3.0% |
| 7D | +4.6% | -3.4% | +8.0% | +5.5% |
| 30D | +2.6% | +6.6% | -4.1% | +1.1% |
| 3M | -17.8% | -2.9% | -14.9% | -17.3% |
| 6M | +1.9% | +18.4% | -16.6% | -2.0% |
| YTD | -14.0% | +19.3% | -33.3% | -17.1% |
| 1Y | +0.2% | +37.9% | -37.7% | -5.5% |
| 3Y | +13.0% | +62.9% | -49.8% | +6.4% |
| All | +13.0% | +64.6% | -51.5% | +6.4% |
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