+328.4%
MNST vs ACGL
+332.0%
-3.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -3.9% | +1.3% | -5.2% | -4.3% |
| 30D | +3.9% | +14.2% | -10.3% | -0.5% |
| 3M | -0.8% | +11.1% | -11.9% | -4.2% |
| 6M | +5.1% | +16.4% | -11.3% | -0.3% |
| YTD | +18.3% | +13.8% | +4.5% | +12.7% |
| 1Y | +29.5% | +21.6% | +7.9% | +20.6% |
| 3Y | +64.0% | +33.5% | +30.5% | +44.4% |
| 5Y | +97.2% | +174.8% | -77.7% | +28.6% |
| 10Y | +328.4% | +330.4% | -1.9% | +180.6% |
| All | +328.4% | +332.0% | -3.6% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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