-28.9%
AAL vs MNST
+10,767.9%
-10,796.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.2% | -4.4% |
| 7D | +1.2% | +3.2% | -2.0% | 0.0% |
| 30D | -0.5% | +10.6% | -11.1% | -4.3% |
| 3M | -22.0% | +1.3% | -23.3% | -22.6% |
| 6M | +4.5% | +26.2% | -21.7% | -5.1% |
| YTD | -15.7% | +24.8% | -40.4% | -23.1% |
| 1Y | -3.7% | +40.9% | -44.6% | -16.3% |
| 3Y | +7.9% | +72.2% | -64.2% | -15.1% |
| 5Y | -40.7% | +108.8% | -149.5% | -56.7% |
| 10Y | -66.3% | +324.4% | -390.8% | -81.6% |
| All | -28.9% | +10,767.9% | -10,796.8% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling