+99.8%
MNST vs AA
-17.9%
+117.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.7% | +2.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | +5.1% | -0.6% | +5.7% | +5.0% |
| 3M | -0.5% | -19.7% | +19.2% | +0.6% |
| 6M | +8.1% | -41.6% | +49.7% | +11.0% |
| YTD | +21.2% | -24.6% | +45.8% | +21.7% |
| 1Y | +30.7% | +4.9% | +25.9% | +27.9% |
| 3Y | +67.3% | +66.8% | +0.5% | +52.1% |
| All | +99.8% | -17.9% | +117.8% | +77.0% |
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 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