+548,301.9%
MNST vs AA
+295.2%
+548,006.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -7.2% | +5.0% | -12.2% | -8.2% |
| 3M | -1.0% | -35.8% | +34.8% | +5.0% |
| 6M | +11.5% | -18.4% | +29.9% | +13.2% |
| YTD | +14.3% | -5.5% | +19.8% | +12.8% |
| 1Y | +38.1% | +61.0% | -22.8% | +24.3% |
| 3Y | +55.0% | +66.2% | -11.2% | +32.4% |
| 5Y | +79.6% | +11.4% | +68.2% | +54.3% |
| 10Y | +241.8% | +116.9% | +124.9% | +124.6% |
| All | +548,301.9% | +295.2% | +548,006.8% | +312,460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling