+92.0%
ACN vs MNST
+241.8%
-149.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -1.5% | -6.5% | +5.0% | +1.1% |
| 30D | +9.4% | -7.2% | +16.6% | +12.5% |
| 3M | +5.6% | -1.0% | +6.7% | +5.9% |
| 6M | -9.3% | +11.5% | -20.7% | -14.0% |
| YTD | -29.0% | +14.3% | -43.3% | -33.7% |
| 1Y | -24.7% | +38.1% | -62.8% | -35.5% |
| 3Y | -39.8% | +55.0% | -94.8% | -52.1% |
| 5Y | -40.9% | +79.6% | -120.5% | -57.0% |
| All | +92.0% | +241.8% | -149.8% | +12.6% |
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