-27.6%
AAL vs MNST
+10,288.5%
-10,316.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +3.6% |
| 7D | +4.6% | -3.4% | +8.0% | +6.0% |
| 30D | +2.6% | +6.6% | -4.1% | 0.0% |
| 3M | -17.8% | -2.9% | -14.9% | -17.2% |
| 6M | +1.9% | +18.4% | -16.6% | -5.3% |
| YTD | -14.0% | +19.3% | -33.3% | -20.3% |
| 1Y | +0.2% | +37.9% | -37.7% | -12.2% |
| 3Y | +13.0% | +62.9% | -49.8% | -9.3% |
| 5Y | -39.6% | +99.6% | -139.2% | -55.2% |
| 10Y | -65.7% | +305.7% | -371.4% | -80.9% |
| All | -27.6% | +10,288.5% | -10,316.0% | -90.0% |
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