+106.0%
MNST vs ABCL
-79.6%
+185.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -3.9% | +2.3% | -6.2% | -4.0% |
| 30D | +3.9% | -0.7% | +4.6% | +3.8% |
| 3M | -0.8% | +33.4% | -34.2% | -2.2% |
| 6M | +5.1% | +137.8% | -132.7% | +0.9% |
| YTD | +18.3% | +264.3% | -246.1% | +11.4% |
| 1Y | +29.5% | +209.2% | -179.7% | +22.6% |
| 3Y | +64.0% | +208.4% | -144.4% | +52.1% |
| 5Y | +97.2% | -11.9% | +109.1% | +86.2% |
| All | +106.0% | -79.6% | +185.6% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling