+45.8%
MNST vs ABCL
+138.2%
-92.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.3% |
| 7D | +6.8% | -10.0% | +16.7% | +6.8% |
| 30D | +12.0% | -10.9% | +22.9% | +12.2% |
| 3M | +3.5% | +101.6% | -98.1% | +1.9% |
| 6M | +29.7% | +167.5% | -137.9% | +26.7% |
| YTD | +27.2% | +259.1% | -231.9% | +25.2% |
| 1Y | +45.8% | +152.2% | -106.4% | +36.3% |
| All | +45.8% | +138.2% | -92.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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