+37.9%
MNST vs AA
+10.6%
+27.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.3% |
| 7D | -3.4% | +0.9% | -4.3% | -3.4% |
| 30D | +6.6% | -6.7% | +13.3% | +6.4% |
| 3M | -2.9% | -16.3% | +13.5% | -3.6% |
| 6M | +18.4% | -37.1% | +55.6% | +16.3% |
| YTD | +19.3% | -25.0% | +44.3% | +18.1% |
| 1Y | +37.9% | +8.6% | +29.3% | +41.0% |
| All | +37.9% | +10.6% | +27.3% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling