+257.6%
ALAB vs MNST
+52.8%
+204.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.2% |
| 7D | +16.3% | +1.6% | +14.7% | +16.7% |
| 30D | -26.1% | +5.1% | -31.2% | -25.4% |
| 3M | -31.3% | -0.5% | -30.8% | -30.8% |
| 6M | -1.0% | +8.1% | -9.1% | +0.2% |
| YTD | +33.3% | +21.2% | +12.1% | +35.1% |
| 1Y | +53.5% | +30.7% | +22.8% | +57.4% |
| All | +257.6% | +52.8% | +204.8% | +329.4% |
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 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