+108.8%
MNST vs ABCL
-30.0%
+138.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.4% | +7.5% | -1.5% |
| 7D | +3.2% | -14.9% | +18.1% | +3.9% |
| 30D | +10.6% | -15.4% | +26.0% | +11.3% |
| 3M | +1.3% | +88.0% | -86.7% | -3.0% |
| 6M | +26.2% | +138.8% | -112.6% | +18.5% |
| YTD | +24.8% | +225.4% | -200.7% | +14.5% |
| 1Y | +40.9% | +137.3% | -96.4% | +31.5% |
| 3Y | +72.2% | +136.8% | -64.6% | +56.5% |
| 5Y | +108.8% | -26.2% | +135.0% | +98.0% |
| All | +108.8% | -30.0% | +138.8% | +98.0% |
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