+84.2%
MNST vs AA
+10.5%
+73.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -6.5% | -0.7% | -5.8% | -6.5% |
| 30D | -7.2% | +5.0% | -12.2% | -7.6% |
| 3M | -1.0% | -35.8% | +34.8% | +1.3% |
| 6M | +11.5% | -18.4% | +29.9% | +12.0% |
| YTD | +14.3% | -5.5% | +19.8% | +13.5% |
| 1Y | +38.1% | +61.0% | -22.8% | +31.5% |
| 3Y | +55.0% | +66.2% | -11.2% | +43.2% |
| All | +84.2% | +10.5% | +73.7% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling