+84.2%
MNST vs ABCL
-41.3%
+125.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -6.5% | +0.7% | -7.2% | -6.5% |
| 30D | -7.2% | +93.1% | -100.3% | -10.6% |
| 3M | -1.0% | +79.4% | -80.5% | -4.6% |
| 6M | +11.5% | +214.9% | -203.4% | +4.1% |
| YTD | +14.3% | +234.2% | -219.9% | +6.0% |
| 1Y | +38.1% | +174.8% | -136.6% | +28.5% |
| 3Y | +55.0% | +104.5% | -49.5% | +44.1% |
| All | +84.2% | -41.3% | +125.4% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling