+65.7%
MNST vs ABCL
+196.9%
-131.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.2% |
| 7D | -5.0% | +12.4% | -17.4% | -5.1% |
| 30D | +4.6% | -0.4% | +4.9% | +4.6% |
| 3M | +1.0% | +80.4% | -79.4% | -0.6% |
| 6M | +5.8% | +138.5% | -132.8% | +3.2% |
| YTD | +19.1% | +265.5% | -246.4% | +15.0% |
| 1Y | +30.9% | +219.7% | -188.8% | +26.6% |
| 3Y | +65.7% | +209.4% | -143.7% | +59.2% |
| All | +65.7% | +196.9% | -131.2% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling