+207.4%
ALAB vs MNST
+50.4%
+157.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.7% | +5.4% |
| 7D | -26.3% | -3.4% | -22.9% | -26.7% |
| 30D | -50.1% | +6.6% | -56.7% | -49.5% |
| 3M | -42.5% | -2.9% | -39.6% | -42.3% |
| 6M | -10.8% | +18.4% | -29.3% | -9.9% |
| YTD | +14.6% | +19.3% | -4.6% | +15.7% |
| 1Y | +17.1% | +37.9% | -20.8% | +20.8% |
| All | +207.4% | +50.4% | +157.1% | +267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling