+152.3%
ACN vs MNST
+344.7%
-192.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.6% |
| 7D | -3.8% | +1.6% | -5.5% | -4.5% |
| 30D | +16.5% | +5.1% | +11.5% | +14.4% |
| 3M | +41.5% | -0.5% | +41.9% | +41.8% |
| 6M | +60.1% | +8.1% | +51.9% | +55.0% |
| YTD | -3.9% | +21.2% | -25.1% | -12.3% |
| 1Y | +4.1% | +30.7% | -26.6% | -8.2% |
| 3Y | -15.9% | +67.3% | -83.2% | -35.1% |
| 5Y | -26.3% | +101.9% | -128.2% | -49.1% |
| All | +152.3% | +344.7% | -192.4% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling