+64.1%
MNST vs AA
+70.6%
-6.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.4% |
| 7D | -4.7% | +5.3% | -10.0% | -4.8% |
| 30D | +5.2% | -2.3% | +7.5% | +5.2% |
| 3M | -0.9% | -20.8% | +19.9% | -0.7% |
| 6M | +6.1% | -39.8% | +46.0% | +6.6% |
| YTD | +18.9% | -23.3% | +42.2% | +18.4% |
| 1Y | +29.3% | +1.8% | +27.5% | +27.7% |
| All | +64.1% | +70.6% | -6.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling