+107.8%
MNST vs ABCL
-80.5%
+188.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.7% | -11.2% | -4.6% |
| 7D | -3.4% | -3.2% | -0.2% | -3.4% |
| 30D | +6.6% | -7.4% | +14.0% | +6.7% |
| 3M | -2.9% | +81.9% | -84.8% | -5.5% |
| 6M | +18.4% | +135.7% | -117.3% | +13.7% |
| YTD | +19.3% | +247.4% | -228.1% | +12.5% |
| 1Y | +37.9% | +162.3% | -124.4% | +31.2% |
| 3Y | +62.9% | +165.5% | -102.6% | +52.0% |
| 5Y | +99.6% | -21.3% | +120.9% | +88.5% |
| All | +107.8% | -80.5% | +188.3% | +96.1% |
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